YANG Xu. backward doubly stochastic differential equations[J]. Chinese Journal of Applied Probability and Statistics, 2016, 32(6): 632-642.
Citation: YANG Xu. backward doubly stochastic differential equations[J]. Chinese Journal of Applied Probability and Statistics, 2016, 32(6): 632-642.
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backward doubly stochastic differential equations

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  • A class of backward doubly stochastic differential equations driven by white noises and Poisson random measures are studied in this paper. The definitions of solutions and Yamada-Watanabe type theorem to this equation are established.
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