A generalized existence theorem of backward doubly stochastic differential equations

DOI10.1007/s10114-010-8217-1zbMath1202.60090MaRDI QIDQ606303

Qian Lin

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

zbMATH Keywords

comparison theorem; existence theorem; backward doubly stochastic differential equations; backward stochastic integral

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

Related Items

Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients, Stochastic maximum principle for delayed backward doubly stochastic control systems, Reflected backward doubly stochastic differential equations with discontinuous barrier, One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients, Backward doubly stochastic differential equations with weak assumptions on the coefficients, Anticipated backward doubly stochastic differential equations, Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs, Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients, A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations

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