Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process

zbMath1271.60066arXiv1011.3060MaRDI QIDQ352763

Auguste Aman, Yong Ren

Publication date: 5 July 2013

Published in: African Diaspora Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.3060

zbMATH Keywords

Lévy processTeugels martingalesubdifferential operatorbackward doubly stochastic differential equationmultivalued stochastic partial differential-integral equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (1)

Reflected solutions of generalized anticipated backward double stochastic differential equations

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