篇名：Backward Stochastic Differential Equations and Feynman-Kac Formula for Lévy Processes, with Applications in Finance

作者：David Nualart and Wim Schoutens
出版社：Bernoulli, Vol. 7, No. 5 (Oct., 2001), pp. 761-776
电子链接：http://www.jstor.org/pss/3318541