Lp-SOLUTIONS OF BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS

DOI10.1142/S0219493711500250zbMath1247.60098arXiv1011.3030OpenAlexW2154483819MaRDI QIDQ2905268

Auguste Aman

Publication date: 27 August 2012

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.3030

zbMATH Keywords

backward doubly stochastic differential equations\(p\)-integrable datamonotone generator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items (3)

Necessary condition for optimal control of doubly stochastic systems ⋮ Lp - estimates of solutions of backward doubly stochastic differential equations ⋮ Stochastic partial differential equations with singular terminal condition

Cites Work

• Unnamed Item
• Stochastic calculus with anticipating integrands
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• A type of time-symmetric forward-backward stochastic differential equations
• BSDEs with polynomial growth generators
• Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
• \(L^p\) solutions of backward stochastic differential equations.

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