A class of backward doubly stochastic differential equations with non-Lipschitz coefficients

DOI10.1016/j.spl.2009.07.019zbMath1175.60062OpenAlexW2044664054MaRDI QIDQ734712

Qian Lin

Publication date: 13 October 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.07.019

Mathematics Subject Classification ID

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

Related Items (11)

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 ⋮ Reflected backward doubly stochastic differential equations with discontinuous coefficients ⋮ One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients ⋮ A class of backward doubly stochastic differential equations with discontinuous coefficients ⋮ Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients ⋮ Lp - estimates of solutions of backward doubly stochastic differential equations ⋮ On a class of backward doubly stochastic differential equations ⋮ Backward doubly stochastic differential equations with weak assumptions on the coefficients ⋮ \(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients ⋮ Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients

Cites Work

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