On a class of backward doubly stochastic differential equations with continuous coefficients
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Publication:2796888
DOI10.1093/imamat/hxv026zbMath1386.35500OpenAlexW2172614089MaRDI QIDQ2796888
Publication date: 30 March 2016
Published in: IMA Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imamat/hxv026
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items (4)
Forward–backward stochastic differential equations with delay generators ⋮ Lp - estimates of solutions of backward doubly stochastic differential equations ⋮ Two-barriers reflected backward doubly SDEs beyond right continuity ⋮ Some analytic approximations for backward stochastic differential equations
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