A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations

DOI10.1007/s10255-011-0057-yzbMath1216.60053OpenAlexW1975428810MaRDI QIDQ2431046

Qian Lin, Zhen Wu

Publication date: 8 April 2011

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-011-0057-y

zbMATH Keywords

comparison theoremuniqueness theorembackward doubly stochastic differential equation

Mathematics Subject Classification ID

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

Related Items (7)

Comparison theorems for multi-dimensional general mean-field BDSDES ⋮ Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator ⋮ Backward doubly SDEs and SPDEs with superlinear growth generators ⋮ General mean-field BDSDEs with continuous coefficients ⋮ Stochastic partial differential equations with singular terminal condition ⋮ Backward doubly stochastic differential equations with weak assumptions on the coefficients ⋮ \(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients

Cites Work

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• A uniqueness theorem for the solution of backward stochastic differential equations
• Backward Stochastic Differential Equations in Finance
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• Weak solutions for SPDE's and backward doubly stochastic differential equations

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