A generalized existence theorem of backward doubly stochastic differential equations

DOI10.1007/s10114-010-8217-1zbMath1202.60090OpenAlexW2130323382MaRDI QIDQ606303

Qian Lin

Publication date: 17 November 2010

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

Full work available at URL: https://doi.org/10.1007/s10114-010-8217-1

zbMATH Keywords

comparison theoremexistence theorembackward doubly stochastic differential equationsbackward stochastic integral

Mathematics Subject Classification ID

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

Related Items

Reflected backward doubly stochastic differential equations with discontinuous barrier, Anticipated backward doubly stochastic differential equations, A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations, One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients, Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients, Stochastic maximum principle for delayed backward doubly stochastic control systems, Backward doubly stochastic differential equations with weak assumptions on the coefficients, Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs, Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients

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