A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations
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Publication:2431046
DOI10.1007/S10255-011-0057-YzbMATH Open1216.60053OpenAlexW1975428810MaRDI QIDQ2431046FDOQ2431046
Publication date: 8 April 2011
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-011-0057-y
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Cites Work
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- Weak solutions for SPDE's and backward doubly stochastic differential equations
- Quadratic BSDEs with convex generators and unbounded terminal conditions
- Backward stochastic differential equations with continuous coefficient
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- Convergence of solutions of discrete reflected backward SDE's and simulations
- Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
- Backward stochastic differential equations and applications to optimal control
- Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
- A uniqueness theorem for the solution of backward stochastic differential equations
- A generalized existence theorem of backward doubly stochastic differential equations
- Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients
Cited In (12)
- Title not available (Why is that?)
- Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator
- Comparison theorems for multi-dimensional general mean-field BDSDES
- Stochastic partial differential equations with singular terminal condition
- Backward doubly stochastic differential equations with weak assumptions on the coefficients
- A generalized existence theorem of backward doubly stochastic differential equations
- General mean-field BDSDEs with continuous coefficients
- Backward doubly SDEs and SPDEs with superlinear growth generators
- \(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients
- A comparison theorem of backward doubly stochastic differential equations
- On a class of backward doubly stochastic differential equations with continuous coefficients
- Title not available (Why is that?)
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