Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients (Q4631798): Difference between revisions

Latest revision as of 01:17, 19 July 2024

scientific article; zbMATH DE number 7046281

Language	Label	Description	Also known as
English	Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients	scientific article; zbMATH DE number 7046281

Statements

instance of

scholarly article

0 references

title

Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients (English)

0 references

zbMATH Open document ID

1412.60081

0 references

DOI

10.22436/jnsa.010.01.16

0 references

author

Pengju Duan

0 references

published in

The Journal of Nonlinear Sciences and Applications

0 references

publication date

23 April 2019

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

backward doubly stochastic differential equations

0 references

existence and uniqueness

0 references

integral non-Lipschitz

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.22436/jnsa.010.01.16

0 references

OpenAlex ID

W2578794798

0 references

cites work

BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.

0 references

Backward Stochastic Differential Equations in Finance

0 references

Q4357646

0 references

Multidimensional BSDEs with weak monotonicity and general growth generators

0 references

Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type

0 references

Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients

0 references

Zero-sum stochastic differential games and backward equations

0 references

Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition

0 references

Multi-dimensional backward stochastic differential equations of diagonally quadratic generators

0 references

Backward stochastic differential equations with continuous coefficient

0 references

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

0 references

A generalized existence theorem of backward doubly stochastic differential equations

0 references

Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients

0 references

Adapted solution of a backward stochastic differential equation

0 references

Backward doubly stochastic differential equations and systems of quasilinear SPDEs

0 references

Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4631798

@@ Property / cites work @@
+BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Q4357646
@@ Property / cites work: Q4357646 / rank @@
+Normal rank
@@ Property / cites work @@
+Multidimensional BSDEs with weak monotonicity and general growth generators
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type
+Normal rank
@@ Property / cites work @@
+Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
+Normal rank
@@ Property / cites work @@
+Zero-sum stochastic differential games and backward equations
+Normal rank
@@ Property / cites work @@
+Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition
+Normal rank
@@ Property / cites work @@
+Multi-dimensional backward stochastic differential equations of diagonally quadratic generators
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with continuous coefficient
+Normal rank
@@ Property / cites work @@
+A class of backward doubly stochastic differential equations with non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+A generalized existence theorem of backward doubly stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
+Normal rank
@@ Property / cites work @@
+Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
+Normal rank