A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations
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Cites work
- A generalized existence theorem of backward doubly stochastic differential equations
- A uniqueness theorem for the solution of backward stochastic differential equations
- Adapted solution of a backward stochastic differential equation
- Backward Stochastic Differential Equations in Finance
- Backward doubly stochastic differential equations and systems of quasilinear SPDEs
- Backward stochastic differential equations and applications to optimal control
- Backward stochastic differential equations and partial differential equations with quadratic growth.
- Backward stochastic differential equations with continuous coefficient
- Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
- Convergence of solutions of discrete reflected backward SDE's and simulations
- Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
- Quadratic BSDEs with convex generators and unbounded terminal conditions
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme
- Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients
- Stochastic calculus with anticipating integrands
- Weak solutions for SPDE's and backward doubly stochastic differential equations
Cited in
(12)- scientific article; zbMATH DE number 5181711 (Why is no real title available?)
- Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator
- Stochastic partial differential equations with singular terminal condition
- Comparison theorems for multi-dimensional general mean-field BDSDES
- 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
- scientific article; zbMATH DE number 2091973 (Why is no real title available?)
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