A Kneser-type theorem for backward doubly stochastic differential equations (Q618963)

In this paper a backward doubly stochastic differential equation (BDSDE) \[ Y_t= \xi+ \int^T_t f(s, Y_s, Z_s)\,ds+ \int^T_t g(s, Y_s, Z_s)\,dB_s- \int^T_t Z_s dW_s,\;0\leq t\leq T\tag{1} \] is considered. The integral with respect to \(\{B_t\}\) is a backward Itô integral and the integral with respect to \(\{W_t\}\) is a standard forward Itô integral. The authors generalize the comparison theorem of BDSDEs with continuous coefficients. Next they prove the existence of the maximal solution of (1) and Kneser-type theorem for BDSDE.