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Generalized Backward Doubly Stochastic Differential Equations Driven by Lévy Processes with Discontinuous and Linear Growth Coefficients.
- Source :
- Journal of Theoretical Probability; Dec2023, Vol. 36 Issue 4, p2311-2338, 28p
- Publication Year :
- 2023
-
Abstract
- This paper deals with generalized backward doubly stochastic differential equations driven by a Lévy process (GBDSDEL, in short). Under left or right continuous and linear growth conditions, we prove the existence of minimal (resp. maximal) solutions. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 08949840
- Volume :
- 36
- Issue :
- 4
- Database :
- Complementary Index
- Journal :
- Journal of Theoretical Probability
- Publication Type :
- Academic Journal
- Accession number :
- 173491903
- Full Text :
- https://doi.org/10.1007/s10959-023-01270-9