Reflected backward doubly stochastic differential equations with discontinuous coefficients

DOI10.1007/s10114-013-2074-7zbMath1262.60053OpenAlexW2141547799MaRDI QIDQ1944842

Zhi Li, Luo, Jiaowan

Publication date: 28 March 2013

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-013-2074-7

zbMATH Keywords

comparison theoremexistence theoremreflected backward doubly stochastic differential equations

Mathematics Subject Classification ID

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

Related Items (2)

Reflected solutions of generalized anticipated backward double stochastic differential equations ⋮ Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs

Cites Work

• Backward doubly stochastic differential equations with weak assumptions on the coefficients
• A class of backward doubly stochastic differential equations with non-Lipschitz coefficients
• On the relations of graph parameters and its total parameters
• Backward doubly stochastic differential equations with discontinuous coefficients
• One barrier reflected backward doubly stochastic differential equations with continuous generator
• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• Reflected backward doubly stochastic differential equations with discontinuous generator

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