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

Auguste Aman; Jean Marc Owo

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arXiv · 0907.2785

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

Auguste Aman·Jean Marc Owo

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Abstract

We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz assumptions.

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Auguste Aman, Jean Marc Owo. 2009-07-16. Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients. https://arxiv.org/abs/0907.2785

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