Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes-Reference-Cited by-同舟云学术

Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes

Published:2009-07 Issue:1 Volume:229 Page:230-239
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Hu Lanying,Ren Yong

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference18 articles.

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2. Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions;Boufoussi;Bernoulli,2007

3. Probabilites et Potentiel;Dellacheie,1980

4. Generalized BSDE driven by a Lévy process;El Otmani;J. Appl. Math. Stoch. Anal.,2006

5. G. Gong, An Introduction of Stochastic Differential Equations, 2nd ed., Peking University of China, Peking, 2000

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