JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2017, Vol. 52 ›› Issue (4): 26-29.doi: 10.6040/j.issn.1671-9352.0.2016.327

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Comparison theorem for backward doubly stochastic differential equations driven by white noises and Poisson random measures

YANG Xu1, LI Shuo2*   

  1. 1. School of Mathematics and Information Science, Beifang University of Nationalities, Yinchuan 750021, Ningxia, China;
    2. Department of Mathematics, Changji University, Changji 831100, Xinjiang, China
  • Received:2016-07-06 Online:2017-04-20 Published:2017-04-11

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Abstract: In this paper, a comparison theorem for a class of backward doubly stochastic differential equations driven by white noises and Poisson random measures was established.

Key words: white noises, Poisson random measure, backward doubly stochastic differential equations, comparison theorem

CLC Number: 

  • O211.6
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