On solutions to backward stochastic partial differential equations for Lévy processes
The authors give a result on the existence and uniqueness of the solution for a class of backward stochastic partial differential equations driven by the Teugels martingales associated with a Lévy process satisfying some moment condition and by an independent Brownian motion, and propose an example to illustrate the theoretical result.
backward stochastic partial differential equation
scientific article; zbMATH DE number 5955997
scientific article