Qing Zhou、Yong Ren、吳衛(wèi)星，On solutions to backward st

Qing Zhou、Yong Ren、吳衛(wèi)星，On solutions to backward stochastic partial differential equations for Levy processes，Journal of Computational and Applied Mathematics，SCI， 2011-07-01 。

Abstract：In this paper, we prove the existence and uniqueness of the solution for a class of backward stochastic partial differential equations (BSPDEs, for short) driven by the Teugels martingales associated with a Levy process satisfying some moment conditions and by an independent Brownian motion. An example is given to illustrate the theory.