文献类型：期刊文献

英文题名：Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes

作者：Ren, Yong[1]; Lin, Aihong[2]; Hu, Lanying[1]

机构：[1] Department of Mathematics, Anhui Normal University, Wuhu, 241000, China; [2] Department of Mathematics, East China University of Science and Technology, Shanghai, 200237, China

年份：2009

卷号：223

期号：2

起止页码：901

外文期刊名：Journal of Computational and Applied Mathematics

收录：EI(收录号：20084911766397)

语种：英文

外文关键词：Integral equations - Differential equations - Stochastic systems

摘要：In this paper, a new class of backward doubly stochastic differential equations driven by Teugels martingales associated with a Lévy process satisfying some moment condition and an independent Brownian motion is investigated. We obtain the existence and uniqueness of solutions to these equations. A probabilistic interpretation for solutions to a class of stochastic partial differential integral equations is given. ? 2008 Elsevier B.V. All rights reserved.