BDSDE with Poisson jumps under stochastic Lipschitz and linear growth conditions

STOCHASTICS AND DYNAMICS(2018)

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摘要
In this paper, we deal with a backward doubly stochastic differential equations with jumps. Under stochastic Lipschitz conditions on the coefficients, we prove the existence and uniqueness of solution and provide a comparison theorem. Using this comparison theorem, we show the existence of a minimal solution when the drift satisfy a stochastic growth condition.
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关键词
Backward doubly stochastic differential equation,Poisson random measure,stochastic Lipschitz condition
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