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