Backward doubly stochastic differential equations with discontinuous coefficients (Q1012223)

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English	Backward doubly stochastic differential equations with discontinuous coefficients	scientific article

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scholarly article

Backward doubly stochastic differential equations with discontinuous coefficients (English)

Statistics \& Probability Letters

publication date

15 April 2009

MaRDI profile type

MaRDI publication profile

full work available at URL

https://doi.org/10.1016/j.spl.2008.11.011

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RBSDEs with stochastic monotone and polynomial growth condition

Backward Stochastic Differential Equations in Finance

Backward equations, stochastic control and zero-sum stochastic differential games

Zero-sum stochastic differential games and backward equations

A class of backward stochastic differential equations with discontinuous coefficients

Backward doubly stochastic differential equations and systems of quasilinear SPDEs

Probabilistic interpretation for systems of quasilinear parabolic partial differential equations

A type of time-symmetric forward-backward stochastic differential equations

Identifiers

zbMATH Open document ID

10.1016/j.spl.2008.11.011

Mathematics Subject Classification ID

zbMATH DE Number

Sitelinks

Mathematics(1 entry)

mardi Publication:1012223

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