A class of backward doubly stochastic differential equations with discontinuous coefficients (Q477542)

The authors study a class of backward doubly stochastic differential equations (BDSDEs) under some relaxed conditions on the coefficient functions. The main results are given in Theorem 3.1 (the existence of solutions), Theorem 3.2 (the existence of minimal solutions) and Theorem 4.1 (comparison theorem). Their results extend some similar results given by \textit{E. Pardoux} and \textit{S. Peng} [Probab. Theory Relat. Fields 98, No. 2, 209--227 (1994; Zbl 0792.60050)], \textit{Q. Lin} [Stat. Probab. Lett. 79, No. 20, 2223--2229 (2009; Zbl 1175.60062)], \textit{K.-H. Kim} [Electron. J. Probab. 10, Paper No. 1, 1--20 (2005; Zbl 1065.60079)], \textit{M. N'zi} and \textit{J.-M. Owo} [Stat. Probab. Lett. 79, No. 7, 920--926 (2009; Zbl 1168.60353)], \textit{G. Jia} [C. R., Math., Acad. Sci. Paris 342, No. 9, 685--688 (2006; Zbl 1119.60046)] and \textit{J. P. Lepeltier} and \textit{J. San Martin} [Stat. Probab. Lett. 32, No. 4, 425--430 (1997; Zbl 0904.60042)].