SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions
Author
Source
Issue
Vol. 2016, Issue 2016 (31 Dec. 2016), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2016-07-21
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Duan, Pengju. 2016. SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions. Journal of Function Spaces،Vol. 2016, no. 2016, pp.1-9.
https://search.emarefa.net/detail/BIM-1108623
Modern Language Association (MLA)
Duan, Pengju. SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions. Journal of Function Spaces No. 2016 (2016), pp.1-9.
https://search.emarefa.net/detail/BIM-1108623
American Medical Association (AMA)
Duan, Pengju. SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions. Journal of Function Spaces. 2016. Vol. 2016, no. 2016, pp.1-9.
https://search.emarefa.net/detail/BIM-1108623
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1108623