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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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2016-01-01
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| Series: | Journal of Function Spaces |
| Online Access: | http://dx.doi.org/10.1155/2016/5916132 |
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| _version_ | 1832551560744271872 |
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| author | Pengju Duan |
| author_facet | Pengju Duan |
| author_sort | Pengju Duan |
| collection | DOAJ |
| description | 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 theorem. Moreover, we give a probabilistic solution of stochastic partial differential integral equations by means of the solution of backward stochastic differential equations. Finally, we give an example to illustrate. |
| format | Article |
| id | doaj-art-b59f657ff41f4f4ab409e5cdfd62b486 |
| institution | Kabale University |
| issn | 2314-8896 2314-8888 |
| language | English |
| publishDate | 2016-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Function Spaces |
| spelling | doaj-art-b59f657ff41f4f4ab409e5cdfd62b4862025-02-03T06:01:14ZengWileyJournal of Function Spaces2314-88962314-88882016-01-01201610.1155/2016/59161325916132SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian MotionsPengju Duan0School of Mathematics and Statistics, Suzhou University, Anhui 234000, ChinaThe 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 theorem. Moreover, we give a probabilistic solution of stochastic partial differential integral equations by means of the solution of backward stochastic differential equations. Finally, we give an example to illustrate.http://dx.doi.org/10.1155/2016/5916132 |
| spellingShingle | Pengju Duan SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions Journal of Function Spaces |
| title | SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions |
| title_full | SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions |
| title_fullStr | SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions |
| title_full_unstemmed | SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions |
| title_short | SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions |
| title_sort | spdies and bsdes driven by levy processes and countable brownian motions |
| url | http://dx.doi.org/10.1155/2016/5916132 |
| work_keys_str_mv | AT pengjuduan spdiesandbsdesdrivenbylevyprocessesandcountablebrownianmotions |