Forward-backward doubly stochastic differential equations with random jumps and stochastic partial differential-integral equations

Forward-backward doubly stochastic differential equations with random jumps and stochastic partial differential-integral equations，朱庆峰，石玉峰，A type of forward-backward doubly stochastic differential equations driven by Brownian motions and Poisson process (FBDSDEP in short) is
studied. Both the proba