Sun Xiaojun, Lu Ying. The Property for Solutions of the Multi-Dimensional Backward Doubly Stochastic Differential Equations with Jumps[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(1): 73-82.
Citation:
Sun Xiaojun, Lu Ying. The Property for Solutions of the Multi-Dimensional Backward Doubly Stochastic Differential Equations with Jumps[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(1): 73-82.
Sun Xiaojun, Lu Ying. The Property for Solutions of the Multi-Dimensional Backward Doubly Stochastic Differential Equations with Jumps[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(1): 73-82.
Citation:
Sun Xiaojun, Lu Ying. The Property for Solutions of the Multi-Dimensional Backward Doubly Stochastic Differential Equations with Jumps[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(1): 73-82.
The Property for Solutions of the Multi-Dimensional Backward Doubly Stochastic Differential Equations with Jumps
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.
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