OpenAlex | Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes

Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes

Work

Year: 2008

Type: article

Source: Journal of Computational and Applied Mathematics

Authors Yong Ren, Aihong Lin, Lanying Hu

Institutions Anhui Normal University, East China University of Science and Technology

Cites: 21

Cited by: 50

Related to: 10

FWCI: 5.726

Citation percentile (by year/subfield): 96.05

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funders National Natural Science Foundation of China, Ministry of Education

Grant IDS 10726075, 207047