A class of backward doubly stochastic differential equations with discontinuous coefficients

DOI10.1007/s10255-011-0136-0zbMath1315.60073arXiv1005.2500OpenAlexW2160727502MaRDI QIDQ477542

Qing-Feng Zhu, Yu-feng Shi

Publication date: 9 December 2014

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.2500

zbMATH Keywords

comparison theoremdiscontinuous coefficientsbackward doubly stochastic differential equationsbackward stochastic integral

Mathematics Subject Classification ID

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

Related Items (3)

Discontinuous backward doubly stochastic differential equations with Poisson jumps ⋮ Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator ⋮ Backward doubly SDEs and SPDEs with superlinear growth generators

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