Finite and infinite time interval of BDSDEs driven by Lévy processes

zbMath1401.60104MaRDI QIDQ352778

Ibrahima Faye, Ahmadou Bamba Sow

Publication date: 5 July 2013

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

Full work available at URL: https://projecteuclid.org/euclid.adjm/1351864737

zbMATH Keywords

Poisson random measurebackward doubly stochastic differential equation (BDSDE)

Mathematics Subject Classification ID

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

Related Items (4)

Discontinuous backward doubly stochastic differential equations with Poisson jumps ⋮ Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process ⋮ Multidimensional BSDE with Poisson jumps of Osgood type ⋮ BDSDE with Poisson jumps under stochastic Lipschitz and linear growth conditions

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