Generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz coefficients
Probability
2009-07-17 v1
Abstract
We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz assumptions.
Keywords
Cite
@article{arxiv.0907.2785,
title = {Generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz coefficients},
author = {Auguste Aman and Jean Marc Owo},
journal= {arXiv preprint arXiv:0907.2785},
year = {2009}
}