SPDIEs and BSDEs driven by Lévy processes and countable Brownian motions

DOI10.1155/2016/5916132zbMath1346.60082OpenAlexW2503144584WikidataQ59127060 ScholiaQ59127060MaRDI QIDQ739898

Pengju Duan

Publication date: 11 August 2016

Published in: Journal of Function Spaces (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2016/5916132

zbMATH Keywords

Lévy processesbackward stochastic differential equationsBrownian motionsstochastic partial differential-integral equations

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

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