\(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions
From MaRDI portal
Publication:1682122
DOI10.1016/j.jmaa.2017.10.041zbMath1388.60102OpenAlexW2765722835MaRDI QIDQ1682122
Publication date: 28 November 2017
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.10.041
comparison theoremmonotonicity conditionbackward doubly stochastic differential equation (BDSDE)backward stochastic integral
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)
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