Generalized Backward doubly SDEs driven by Lévy processes with discontinuous and linear growth coefficients

Jean Marc Owo; Auguste Aman

paper

Generalized Backward doubly SDEs driven by Lévy processes with discontinuous and linear growth coefficients

arXiv:2111.03692

Abstract

This paper deals with generalized backward doubly stochastic differential equations driven by a Lévy process (GBDSDEL, in short). Under left or right continuous and linear growth conditions, we prove the existence of minimal (resp. maximal) solutions.

10 pages