Abstract
In this work we deal with a backward doubly stochastic differential equation (BDSDE) associated to a Poisson random measure. We establish existence and uniqueness of solution in the case of non-Lipschitz coefficients. The novelty of our result lies in the fact that we allow the time interval to be infinite.
Citation
I. Faye. A. B. Sow. "Finite and Infinite Time Interval of BDSDEs Driven by Lévy Processes." Afr. Diaspora J. Math. (N.S.) 13 (2) 108 - 126, 2012.
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