Published January 1, 2012 | Version v1
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Generalized backward doubly stochastic differential equations driven by L,vy processes with continuous coefficients

  • 1. Univ Cocody, UFR Math & Informat, Abidjan 582, Cote Ivoire

Description

A new class of generalized backward doubly stochastic differential equations (GBDSDEs in short) driven by Teugels martingales associated with L,vy process are investigated. We establish a comparison theorem which allows us to derive an existence result of solutions under continuous and linear growth conditions.

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