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Stationary solutions of the stochastic differential equation with Lévy noise

✍ Scribed by Anita Behme; Alexander Lindner; Ross Maller

Book ID
108266939
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
283 KB
Volume
121
Category
Article
ISSN
0304-4149

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In this paper, we prove the existence and uniqueness of the solution for a class of backward stochastic partial differential equations (BSPDEs, for short) driven by the Teugels martingales associated with a Lévy process satisfying some moment conditions and by an independent Brownian motion. An exam