A comparison theorem of backward doubly stochastic differential equations

MaRDI QIDQ3014672zbMATH OpenFDO

Authors Pengju Duan, Yong Ren

Publication date 19 July 2011

zbMATH Keywords

comparison theorembackward doubly stochastic differential equationItô-Kunita integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Recommendations

• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• Backward doubly stochastic differential equations under non-Lipschitzian coefficient
• A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations
• Comparison theorem of backward doubly stochastic differential equations driven by Lévy processes and application
• The solutions of backward doubly stochastic differential equations with non-Lipschitz coefficients

Cited in

(14)

• Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem
• A general comparison theorem for backward stochastic differential equations
• Comparison theorems for some backward stochastic Volterra integral equations
• Comparison theorems for the multidimensional BDSDEs and applications
• A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations
• A Kneser-type theorem for backward doubly stochastic differential equations
• The comparison theorem for solutions of forward-backward stochastic differential equations
• A comparison theorem for backward doubly stochastic differential equations with jumps
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• Comparison theorem of backward doubly stochastic differential equations driven by Lévy processes and application
• scientific article; zbMATH DE number 2147517 (Why is no real title available?)
• scientific article; zbMATH DE number 5181711 (Why is no real title available?)
• A generalized existence theorem of backward doubly stochastic differential equations
• A comparison theorem for stochastic equations in infinite dimensions and applications

This page was built for publication: A comparison theorem of backward doubly stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3014672)