CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2008, 24(1) 73-82 DOI:      ISSN: 1001-4268 CN: 31-1256

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Keywords
Backward doubly stochastic differential equations with jumps
It\^{o} formula
existence
uniqueness.
Authors
Sun Xiaojun
Lu Ying
PubMed
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The Property for Solutions of the Multi-Dimensional Backward Doubly Stochastic Differential Equations with Jumps

Sun Xiaojun, Lu Ying

Department of Applied Mathematics, Donghua University

Abstract��

A multi-dimensional backward doubly stochastic differential equations with jumps was studied. The extension of the It\^{o} formula was given under backward doubly stochastic integral. By the extension of the It\^{o} formula, the existence and uniqueness of the solutions were obtained under Lipschitz condition.

Keywords�� Backward doubly stochastic differential equations with jumps   It\^{o} formula   existence   uniqueness.  
Received 1900-01-01 Revised 1900-01-01 Online:  
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Corresponding Authors: Sun Xiaojun
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