Lp - estimates of solutions of backward doubly stochastic differential equations

DOI10.2298/FIL1708365DzbMath1488.60140OpenAlexW2607132022MaRDI QIDQ5156296

Jasmina Djordjević

Publication date: 15 October 2021

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil1708365d

zbMATH Keywords

backward doubly stochastic differential equationsLipschitznon-Lipschitz\(L^p\)-stability

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
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On a class of backward doubly stochastic differential equations
• Adapted solution of a backward stochastic differential equation
• Reflected BSDE with a constraint and its applications in an incomplete market
• A class of backward doubly stochastic differential equations with non-Lipschitz coefficients
• Backward doubly stochastic differential equations with discontinuous coefficients
• Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes
• Stochastic calculus with anticipating integrands
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients
• Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes
• Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
• BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
• On a class of backward doubly stochastic differential equations with continuous coefficients
• L^p-SOLUTIONS OF BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS
• A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
• Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
• Backward Stochastic Differential Equations in Finance
• Backward equations, stochastic control and zero-sum stochastic differential games
• Backward doubly stochastic differential equations with non-Lipschitz coefficients
• On the Starting and Stopping Problem: Application in Reversible Investments