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Generalized Backward Doubly Stochastic Differential Equations Driven by Lévy Processes with Discontinuous and Linear Growth Coefficients.

Authors :
Owo, Jean-Marc
Aman, Auguste
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