Discontinuous backward doubly stochastic differential equations with Poisson jumps

DOI10.1007/S13370-016-0434-ZzbMath1367.60074OpenAlexW2400747945MaRDI QIDQ2361605

Ahmadou Bamba Sow, Yaya Sagna

Publication date: 30 June 2017

Published in: Afrika Matematika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13370-016-0434-z

zbMATH Keywords

minimal solutionbackward doubly stochastic differential equationrandom Poisson measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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