Backward doubly stochastic differential equations with discontinuous coefficients

DOI10.1016/j.spl.2008.11.011zbMath1168.60353OpenAlexW2054868935MaRDI QIDQ1012223

Jean-Marc Owo, Modeste N'zi

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

Mathematics Subject Classification ID

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

Related Items (16)

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• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• A type of time-symmetric forward-backward stochastic differential equations
• Backward stochastic differential equations with stochastic monotone coefficients
• A class of backward stochastic differential equations with discontinuous coefficients
• Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
• Backward Stochastic Differential Equations in Finance
• Backward equations, stochastic control and zero-sum stochastic differential games

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