Comparison theorems for the multidimensional BDSDEs and applications
type: Item
instance of: scholarly article
title: Comparison theorems for the multidimensional BDSDEs and applications
zbMATH Open document ID: 1244.60064
DOI: 10.1155/2012/304781
author: Bo Zhu
author: Baoyan Han
published in: Journal of Applied Mathematics
publication date: 2012-08-06T00:00:00Z
review text: Summary: A class of backward doubly stochastic differential equations (BDSDEs) are studied. We obtain a comparison theorem of these multidimensional BDSDEs. As its applications, we derive the existence of solutions for this multidimensional BDSDEs with continuous coefficients. We can also prove that this solution is the minimal solution of the BDSDE.
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 6063356
Wikidata QID: Q58906605
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2012/304781
OpenAlex ID: W2087381556
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description: scientific article; zbMATH DE number 6063356