Comparison theorems for the multidimensional BDSDEs and applications (Q442865): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:17, 5 March 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)
0 references
6 August 2012
0 references
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.
0 references
