Anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients (Q5925657)
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scientific article; zbMATH DE number 7664033
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients |
scientific article; zbMATH DE number 7664033 |
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Anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients (English)
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17 March 2023
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anticipated backward doubly stochastic differential equation
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non-Lipschitz coefficients
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Itô's representation formula and Gronwall lemma
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