Generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz coefficients

zbMath1244.60054arXiv0907.2785MaRDI QIDQ3003681

Jean-Marc Owo, Auguste Aman

Publication date: 30 May 2011

Full work available at URL: https://arxiv.org/abs/0907.2785

zbMATH Keywords

Lévy processesbackward stochastic differential equationsnon-Lipschitz coefficientsTeugel martingales

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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