most citedGeneralized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients

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math.PR2010

Reflected backward doubly stochastic differential equations with discontinuous generator

Auguste Aman, Jean Marc Owo

In this note, we study one-dimensional reflected backward doubly stochastic differential equations (RBDSDEs) with one continuous barrier and discontinuous generator (left-or right-…

math.PR2010

Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients

Auguste Aman, Jean Marc Owo

A new class of generalized backward doubly stochastic differential equations (GBDSDEs in short) driven by Teugels martingales associated with Lévy process are investigated. We esta…

math.PR2009★ 1 cited

Generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients

Auguste Aman, Jean Marc Owo

We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz assumptions.