Generalized Backward doubly SDEs driven by L\'evy processes with discontinuous and linear growth coefficients
Probability
2021-11-09 v1
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.
Keywords
Cite
@article{arxiv.2111.03692,
title = {Generalized Backward doubly SDEs driven by L\'evy processes with discontinuous and linear growth coefficients},
author = {Jean Marc Owo and Auguste Aman},
journal= {arXiv preprint arXiv:2111.03692},
year = {2021}
}
Comments
10 pages