A generalized existence theorem of backward doubly stochastic differential equations
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Publication:606303
DOI10.1007/s10114-010-8217-1zbMath1202.60090MaRDI QIDQ606303
Publication date: 17 November 2010
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-010-8217-1
comparison theorem; existence theorem; backward doubly stochastic differential equations; backward stochastic integral
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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