SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions. (21st July 2016)

• Record Type: Journal Article
• Authors: Duan, Pengju
• Other Names: Vinti Gianluca Academic Editor.
• Is Part Of: Journal of function spaces. Volume 2016(2016)
• Publication Date: 2016-07-21
• Subjects: Function spaces -- Periodicals; 515.7305
• DOI: 10.1155/2016/5916132
• Languages: English
• ISSNs: 2314-8896

Abstract

Abstract : 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 theorem. Moreover, we give a probabilistic solution of stochastic partial differential integral equations by means of the solution of backward stochastic differential equations. Finally, we give an example to illustrate.