𝔖 Bobbio Scriptorium

✦ LIBER ✦

Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients

✍ Scribed by Auguste Aman, Jean Marc Owo

Book ID: 118792062
Publisher: Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year: 2012
Tongue: English
Weight: 222 KB
Volume: 28
Category: Article
ISSN: 1439-7617
DOI: 10.1007/s10114-012-0506-4

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic PDIEs and backward doubly sto

Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes

✍ Yong Ren; Aihong Lin; Lanying Hu 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 516 KB

Reflected backward doubly stochastic dif

Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition

✍ Lanying Hu 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 173 KB

Stochastic PDIEs with nonlinear Neumann

Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes

✍ Lanying Hu; Yong Ren 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 608 KB

A note on the doubly reflected backward

A note on the doubly reflected backward stochastic differential equations driven by a Lévy process

✍ Xiliang Fan; Yong Ren; Dongjin Zhu 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 521 KB

Reflected Generalized Backward Doubly SD

Reflected Generalized Backward Doubly SDEs Driven by Lévy Processes and Applications

✍ Auguste Aman 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 639 KB

A note on the reflected backward stochas

A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition

✍ Lanying Hu; Yong Ren 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 223 KB