Backward doubly SDEs with continuous and stochastic linear growth coefficients

DOI10.1515/rose-2018-0014zbMath1401.60116OpenAlexW2887176885WikidataQ129421948 ScholiaQ129421948MaRDI QIDQ1787199

Jean-Marc Owo

Publication date: 4 October 2018

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2018-0014

zbMATH Keywords

comparison theorembackward doubly stochastic differential equationstochastic linear growthstochastic Lipschitz-continuous

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Related Items (4)

Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator ⋮ Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process ⋮ Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions ⋮ Two-barriers reflected backward doubly SDEs beyond right continuity

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