Backward doubly stochastic differential equations with discontinuous coefficients
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Publication:1012223
DOI10.1016/j.spl.2008.11.011zbMath1168.60353OpenAlexW2054868935MaRDI QIDQ1012223
Publication date: 15 April 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.11.011
Related Items (16)
Reflected backward doubly stochastic differential equations with discontinuous barrier ⋮ Mean-field backward doubly stochastic differential equations and related SPDEs ⋮ A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes ⋮ Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator ⋮ RBDSDEs with jumps and optional Barrier and mean field game with common noise ⋮ Near-relaxed control problem of fully coupled forward-backward doubly system ⋮ Reflected backward doubly stochastic differential equations with discontinuous coefficients ⋮ Stochastic viscosity solutions for SPDEs with continuous coefficients ⋮ One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients ⋮ On optimal control problem for backward stochastic doubly systems ⋮ A class of backward doubly stochastic differential equations with discontinuous coefficients ⋮ Lp - estimates of solutions of backward doubly stochastic differential equations ⋮ On the existence of solutions to BSDEs with generalized uniformly continuous generators ⋮ On a class of backward doubly stochastic differential equations ⋮ Backward doubly SDEs with continuous and stochastic linear growth coefficients ⋮ Backward doubly stochastic differential equations with stochastic Lipschitz condition
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