Backward doubly stochastic differential equations with weak assumptions on the coefficients

DOI10.1016/j.amc.2011.04.016zbMath1220.60035arXiv1005.5247OpenAlexW2036038170MaRDI QIDQ548009

Qian Lin

Publication date: 27 June 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.5247

zbMATH Keywords

comparison theoremexistence theorembackward double stochastic differential equationsbackward Itô's integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic analysis (60H99)

Related Items (8)

Discontinuous backward doubly stochastic differential equations with Poisson jumps ⋮ L^p (1 < p < 2) solutions of backward doubly stochastic differential equations with locally monotone coefficients ⋮ \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions ⋮ Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator ⋮ Reflected backward doubly stochastic differential equations with discontinuous coefficients ⋮ Existence of solution for mean-field reflected discontinuous backward doubly stochastic differential equation ⋮ One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients ⋮ Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients

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