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

TL;DR

This paper establishes existence and uniqueness results for a class of generalized backward doubly stochastic differential equations driven by Lévy processes, even when the coefficients do not satisfy Lipschitz conditions.

Contribution

It extends the theory of backward doubly stochastic differential equations to include non-Lipschitz coefficients driven by Lévy processes, broadening applicability.

Findings

Proved existence and uniqueness under non-Lipschitz conditions

Extended backward doubly stochastic differential equations theory

Applicable to Lévy process-driven models

Abstract

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