Reflected solutions of generalized anticipated backward double stochastic differential equations

DOI10.1515/rose-2017-0005zbMath1359.60076OpenAlexW2593723382MaRDI QIDQ515477

Zhi Li, Jiaowa Luo, Li-Ping Xu

Publication date: 16 March 2017

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2017-0005

zbMATH Keywords

comparison theoremanticipated backward doubly stochastic differential equationsreflected solution

Mathematics Subject Classification ID

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

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