Existence of solution for mean-field reflected discontinuous backward doubly stochastic differential equation

DOI10.2478/AMNS.2020.2.00038OpenAlexW3096682563WikidataQ115228187 ScholiaQ115228187MaRDI QIDQ2690765

Mostapha Abdelouahab Saouli

Publication date: 17 March 2023

Published in: Applied Mathematics and Nonlinear Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/amns.2020.2.00038

zbMATH Keywords

comparison theoremminimal solutionmean-fieldreflected backward doubly stochastic differential equationsdiscontinuous generator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

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Cites Work

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• Mean-field backward doubly stochastic differential equations and related SPDEs
• Backward doubly stochastic differential equations with weak assumptions on the coefficients
• Adapted solution of a backward stochastic differential equation
• One barrier reflected backward doubly stochastic differential equations with continuous generator
• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Backward stochastic differential equations with continuous coefficient
• A class of backward stochastic differential equations with discontinuous coefficients
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications

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