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arXiv · 2111.03692

Generalized Backward doubly SDEs driven by L\'evy processes with discontinuous and linear growth coefficients

Jean Marc Owo·Auguste Aman
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Abstract

This paper deals with generalized backward doubly stochastic differential equations driven by a L\'evy process (GBDSDEL, in short). Under left or right continuous and linear growth conditions, we prove the existence of minimal (resp. maximal) solutions.

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Jean Marc Owo, Auguste Aman. 2021-11-05. Generalized Backward doubly SDEs driven by L\'evy processes with discontinuous and linear growth coefficients. https://arxiv.org/abs/2111.03692

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