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20092021
most citedGeneralized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz coefficients

1 citations · 2 across the 7 of their papers we have counts for

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math.PR2009

Backward Doubly Stochastic Integral Equations of the Volterra Type

Jean Marc Owo

In this paper, we study backward doubly stochastic integral equations of the Volterra type (BDSIEVs in short). Under uniform Lipschitz assumptions, we establish an existence and un…

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.