Reflected backward doubly stochastic differential equations with discontinuous coefficients
type: Item
instance of: scholarly article
title: Reflected backward doubly stochastic differential equations with discontinuous coefficients
zbMATH Open document ID: 1262.60053
author: Zhi Li
author: Jiaowan Luo
publication date: 2013-03-28T00:00:00Z
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6149086
zbMATH Keywords: reflected backward doubly stochastic differential equations
zbMATH Keywords: existence theorem
zbMATH Keywords: comparison theorem
MaRDI profile type: Publication
full work available at URL: s10114-013-2074-7
OpenAlex ID: W2141547799
cites work: Backward doubly stochastic differential equations and systems of quasilinear SPDEs
cites work: Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
cites work: A class of backward doubly stochastic differential equations with non-Lipschitz coefficients
cites work: On the relations of graph parameters and its total parameters
cites work: Backward doubly stochastic differential equations with weak assumptions on the coefficients
cites work: Backward doubly stochastic differential equations with discontinuous coefficients
cites work: One barrier reflected backward doubly stochastic differential equations with continuous generator
cites work: Reflected backward doubly stochastic differential equations with discontinuous generator
cites work: Stochastic differential equations for multi-dimensional domain with reflecting boundary
DOI: 10.1007/S10114-013-2074-7
published in: Acta Mathematica Sinica, English Series
Recommended article: Reflected backward doubly stochastic differential equations with discontinuous generator
Recommended article: Backward doubly stochastic differential equations with discontinuous coefficients
Recommended article: Reflected backward doubly stochastic differential equations with discontinuous barrier
Recommended article: A class of backward doubly stochastic differential equations with discontinuous coefficients
Recommended article: lected Forward-backward Stochastic Differential Equations With Discontinuous Monotone Coefficients
Recommended article: On discretely reflected backward stochastic differential equations
Recommended article: Reflected Discontinuous Backward Doubly Stochastic Differential Equation With Poisson Jumps
Recommended article: Reflected solutions of backward stochastic differential equations with continuous coefficient
Recommended article: Q3054671
description: scientific article; zbMATH DE number 6149086