Lp-SOLUTIONS OF BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS

DOI10.1142/S0219493711500250zbMath1247.60098arXiv1011.3030MaRDI QIDQ2905268

Auguste Aman

Publication date: 27 August 2012

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.3030

zbMATH Keywords

backward doubly stochastic differential equations; \(p\)-integrable data; monotone generator

Mathematics Subject Classification ID

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

60H05: Stochastic integrals

60H20: Stochastic integral equations