SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions
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 th...
| Published in: | Journal of Function Spaces |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2016-01-01
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| Online Access: | http://dx.doi.org/10.1155/2016/5916132 |