SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions

The paper is devoted to solving a new class of backward stochastic differential equations driven by Lévy process and countable Brownian motions. We prove the existence and uniqueness of the solutions to the backward stochastic differential equations by constructing Cauchy sequence and fixed point th...

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Bibliographic Details
Main Author: Pengju Duan
Format: Article
Language:English
Published: Wiley 2016-01-01
Series:Journal of Function Spaces
Online Access:http://dx.doi.org/10.1155/2016/5916132
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