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arxiv: 0907.2785 · v1 · submitted 2009-07-16 · 🧮 math.PR

Generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz coefficients

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keywords backwarddifferentialdoublydrivenequationsgeneralizednon-lipschitzprocesses
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We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by L\'evy processes with non-Lipschitz assumptions.

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