Comparison theorems for the multidimensional BDSDEs and applications (Q442865): Difference between revisions
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Revision as of 18:58, 17 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison theorems for the multidimensional BDSDEs and applications |
scientific article |
Statements
Comparison theorems for the multidimensional BDSDEs and applications (English)
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6 August 2012
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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.
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