Backward Doubly Stochastic Differential Equations Driven by Levy Process : The Case of Non-Liphschitz Coefficients
نویسنده
چکیده
In this work we deal with a Backward doubly stochastic differential equation (BDSDE) associated to a random Poisson measure. We establish existence and uniqueness of the solution in the case of non-Lipschitz coefficients.
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