Generalized Backward Doubly Stochastic Differential Equations Driven by Levy Processes with Continuous Coefficients

作者：Auguste; AMAN; Jean; Marc; OWO倒向随机微分方程过程驱动广义levy过程比较定理鞅

摘要：A new class of generalized backward doubly stochastic differential equations (GBDSDEs in short) driven by Teugels martingales associated with Lévy process are investigated. We establish a comparison theorem which allows us to derive an existence result of solutions under continuous and linear growth conditions.

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