Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients

DOI10.22436/jnsa.010.01.16zbMath1412.60081OpenAlexW2578794798MaRDI QIDQ4631798

Pengju Duan

Publication date: 23 April 2019

Published in: The Journal of Nonlinear Sciences and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.22436/jnsa.010.01.16

zbMATH Keywords

existence and uniquenessbackward doubly stochastic differential equationsintegral non-Lipschitz

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic analysis (60H99)

Cites Work

• Unnamed Item
• Multidimensional BSDEs with weak monotonicity and general growth generators
• Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type
• Adapted solution of a backward stochastic differential equation
• A generalized existence theorem of backward doubly stochastic differential equations
• Zero-sum stochastic differential games and backward equations
• A class of backward doubly stochastic differential equations with non-Lipschitz coefficients
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Backward stochastic differential equations with continuous coefficient
• Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition
• BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
• Backward Stochastic Differential Equations in Finance
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• Multi-dimensional backward stochastic differential equations of diagonally quadratic generators

This page was built for publication: Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients