Backward doubly stochastic differential equations with stochastic non-Lipschitz coefficients

DOI10.1007/S10255-024-1137-0MaRDI QIDQ6639484

Yidong Zhang, Siyan Xu

Publication date: 15 November 2024

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

zbMATH Keywords

backward doubly stochastic differential equationstochastic viscosity solutionsstochastic non-Lipschitz coefficients

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

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• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• A class of stochastic Gronwall's inequality and its application
• Backward doubly stochastic differential equations with stochastic Lipschitz condition
• BSDE with quadratic growth and unbounded terminal value
• Stochastic Differential Utility
• Fully nonlinear stochastic partial differential equations
• Existence for BSDE with superlinear–quadratic coefficient

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