Lp-Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and p ∈ (1,2)

DOI10.1051/ps/2017008zbMath1393.60058OpenAlexW2604133243MaRDI QIDQ4578047

Jean-Marc Owo

Publication date: 7 August 2018

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2017008

zbMATH Keywords

backward doubly stochastic differential equation\(L^p\)-solutionstochastic Lipschitz

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items (5)

L^p (1 < p < 2) solutions of backward doubly stochastic differential equations with locally monotone coefficients ⋮ Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator ⋮ Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process ⋮ A framework of BSDEs with stochastic Lipschitz coefficients ⋮ \(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients

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