Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator

DOI10.1080/07362994.2022.2104314OpenAlexW4289947211WikidataQ115297104 ScholiaQ115297104MaRDI QIDQ6049523

Jean-Marc Owo

Publication date: 17 October 2023

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2022.2104314

zbMATH Keywords

comparison theorembackward doubly stochastic differential equationstochastic linear growthstochastic Lipschitz-continuous

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A class of backward doubly stochastic differential equations with discontinuous coefficients
• Backward doubly stochastic differential equations with weak assumptions on the coefficients
• Backward doubly stochastic differential equations with discontinuous coefficients
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Backward stochastic differential equations with continuous coefficient
• Infinite horizon forward-backward stochastic differential equations
• Backward doubly SDEs with continuous and stochastic linear growth coefficients
• BSDE driven by Poisson point processes with discontinuous coefficient
• Backward doubly stochastic differential equations with stochastic Lipschitz condition
• A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations
• A class of backward stochastic differential equations with discontinuous coefficients
• Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
• L^p-Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and p ∈ (1,2)
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• Backward doubly stochastic differential equations with non-Lipschitz coefficients

This page was built for publication: Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator