REFLECTED BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAYED GENERATORS

DOI10.17654/DE018030177zbMath1390.60217arXiv1703.10532MaRDI QIDQ4639467

No author found.

Publication date: 9 May 2018

Published in: Advances in Differential Equations and Control Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.10532

zbMATH Keywords

time delayed generatorreflected backward doubly stochastic differential equationsLipschitz generator

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Adapted solution of a backward stochastic differential equation
• One barrier reflected backward doubly stochastic differential equations with continuous generator
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Backward stochastic differential equations with continuous coefficient
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• Backward doubly stochastic differential equations with a superlinear growth generator
• Backward stochastic differential equations with locally Lipschitz coefficient
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications

This page was built for publication: REFLECTED BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAYED GENERATORS