Anticipated BDSDEs driven by Lévy process with non-Lipschitz coefficients

DOI10.1515/ROSE-2014-0040zbMath1327.60110OpenAlexW2564127750MaRDI QIDQ500242

Sadibou Aidara, Ahmadou Bamba Sow

Publication date: 1 October 2015

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2014-0040

zbMATH Keywords

Gronwall lemmaanticipated backward doubly stochastic differential equationItō's representation formularandom Poisson measure

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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