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Generalized Backward doubly SDEs driven by Lévy processes with discontinuous and linear growth coefficients (2111.03692v1)
Published 5 Nov 2021 in math.PR
Abstract: This paper deals with generalized backward doubly stochastic differential equations driven by a L\'evy process (GBDSDEL, in short). Under left or right continuous and linear growth conditions, we prove the existence of minimal (resp. maximal) solutions.
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