Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps

DOI10.1080/07362994.2015.1036166zbMath1325.60110OpenAlexW1499394438MaRDI QIDQ3448335

Olivier Menoukeu Pamen

Publication date: 23 October 2015

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://urn.nb.no/URN:NBN:no-29768

zbMATH Keywords

Lévy processstochastic evolution equationsstochastic generalized porous medium equationstime-advanced backward SPDE

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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