Comparison theorems for the multidimensional BDSDEs and applications

DOI10.1155/2012/304781zbMath1244.60064OpenAlexW2087381556WikidataQ58906605 ScholiaQ58906605MaRDI QIDQ442865

Bo Zhu, Baoyan Han

Publication date: 6 August 2012

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

Full work available at URL: https://doi.org/10.1155/2012/304781

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Comparison theorems for multi-dimensional general mean-field BDSDES ⋮ Backward doubly stochastic differential equations with infinite time horizon. ⋮ Stochastic PDEs and infinite horizon backward doubly stochastic differential equations ⋮ General mean-field BDSDEs with continuous coefficients

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