Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients

  1. Auguste Aman
  2. Jean-Marc Owo

Abstract

We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz assumptions.
2000 AMS Mathematics Subject Classification: Primary: 60F05, 60H15; Secondary: 60J30

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Probability and Mathematical Statistics

30, z. 2, 2010

Pages from 259 to 272

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