Reflected backward doubly stochastic differential equations with discontinuous coefficients

DOI10.1007/s10114-013-2074-7zbMath1262.60053MaRDI 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 theorem; existence theorem; reflected backward doubly stochastic differential equations

Mathematics Subject Classification ID

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

Related Items

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
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• Reflected backward doubly stochastic differential equations with discontinuous generator