烟台大学学报（自然科学与工程版）2012，Vol.25Issue(3)：157-161,5.
Lévy过程驱动的倒向重随机Volterra积分方程
Backward Doubly Stochastic Volterra Integral Equations Driven by a Lévy Process
摘要
Abstract
A class of backward doubly stochastic Volterra integral equations driven by Teugel' s martingales and two mutually independent Brownian motions are investigated. Via fixed point theorem we prove the existence and u-niqueness of adapted solution for those equations whose coeffients satisfy lipschitz condition.关键词
倒向重随机Volterra积分方程/Teugels鞅/Lévy过程Key words
backward doubly stochastic Volterra integral equation/ Teugels martingale/ Levy process分类
数理科学引用本文复制引用
刘存霞,吕文..Lévy过程驱动的倒向重随机Volterra积分方程[J].烟台大学学报（自然科学与工程版）,2012,25(3):157-161,5.基金项目
烟台大学青年基金(SX11Z2). （SX11Z2）
