On a class of backward doubly stochastic differential equations with continuous coefficients

DOI10.1093/imamat/hxv026zbMath1386.35500OpenAlexW2172614089MaRDI QIDQ2796888

Jasmina Djordjević

Publication date: 30 March 2016

Published in: IMA Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamat/hxv026

zbMATH Keywords

existenceuniquenesscomparison theorembackward doubly stochastic differential equationsKneser

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (4)

Forward–backward stochastic differential equations with delay generators ⋮ Lp - estimates of solutions of backward doubly stochastic differential equations ⋮ Two-barriers reflected backward doubly SDEs beyond right continuity ⋮ Some analytic approximations for backward stochastic differential equations

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