Fractional backward doubly stochastic differential equations with jumps and the related SIPDEs

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We study semilinear backward doubly stochastic differential equations driven by a Brownian motion, a Poisson random measure and a fractional Brownian motion with Hurst parameter in (1/2, 1). We obtain the existence and uniqueness of the solutions. We also prove that the solution of semilinear fractional backward doubly stochastic differential equation with jumps defines the unique stochastic viscosity solution of a semilinear stochastic integral-partial differential equation driven by a fractional Brownian motion.