Generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz coefficients (Q3003681)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz coefficients |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz coefficients |
scientific article |
Statements
30 May 2011
0 references
backward stochastic differential equations
0 references
Lévy processes
0 references
non-Lipschitz coefficients
0 references
Teugel martingales
0 references
math.PR
0 references
