Abstract
In this paper, we deal with a class of backward doubly stochastic differential equations (BDSDEs, in short) involving subdifferential operator of a convex function and driven by Teugels martingales associated with a Lévy process. We show the existence and uniqueness result by means of Yosida approximation. As an application, we give the existence of stochastic viscosity solution for a class of multivalued stochastic partial differential-integral equations (MSPIDEs, in short).
Citation
A. Aman. Y. Ren. "Multivalued Stochastic Partial Differential-Integral Equations Via Backward Doubly Stochastic Differential Equations Driven by a Lévy Process." Afr. Diaspora J. Math. (N.S.) 13 (2) 1 - 22, 2012.
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