Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator (Q6049523)
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scientific article; zbMATH DE number 7750825
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English | Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator |
scientific article; zbMATH DE number 7750825 |
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Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator (English)
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17 October 2023
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backward doubly stochastic differential equation
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stochastic linear growth
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stochastic Lipschitz-continuous
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comparison theorem
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