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

Autor:	Owo, Jean Marc, Aman, Auguste
Rok vydání:	2021
Předmět:	Mathematics - Probability 60F05 60H15 60J30
Druh dokumentu:	Working Paper
Popis:	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. Comment: 10 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2111.03692 Zobrazit plný text záznamu View this record from Arxiv