Abstract
In this work we deal with a Backward doubly stochastic differential equation associated to a Poisson random measure. We establish a comparison theorem and prove existence of a minimal solution under weaker conditions on the coefficients.
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Faye, I., Sow, A.B. Backward doubly stochastic differential equation driven by Lévy process: a Comparison theorem. Afr. Mat. 25, 869–880 (2014). https://doi.org/10.1007/s13370-013-0156-4
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DOI: https://doi.org/10.1007/s13370-013-0156-4