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Qing Zhou、Yong Ren、吴卫星,On solutions to backward st

Qing Zhou、Yong Ren、吴卫星,On solutions to backward st

Qing Zhou、Yong Ren、吴卫星,On solutions to backward stochastic partial differential equations for Levy processes,Journal of Computational and Applied Mathematics,SCI, 2011-07-01 。

AbstractIn this paper, we prove the existence and uniqueness of the solution for a class of backward stochastic partial differential equations (BSPDEs, for short) driven by the Teugels martingales associated with a Levy process satisfying some moment conditions and by an independent Brownian motion. An example is given to illustrate the theory.