Comparison theorems for anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients

DOI10.1515/ROSE-2020-2026zbMath1457.60081OpenAlexW3008921323MaRDI QIDQ1986111

Sadibou Aidara

Publication date: 7 April 2020

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

Full work available at URL: https://doi.org/10.1515/rose-2020-2026

zbMATH Keywords

Gronwall lemmaanticipated backward doubly stochastic differential equationItô's representation formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Cites Work

• Unnamed Item
• Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients
• Adapted solution of a backward stochastic differential equation
• Backward stochastic differential equations with non-Lipschitz coefficients
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• Anticipated backward stochastic differential equations
• Anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients
• Weak solutions for SPDE's and backward doubly stochastic differential equations

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