A comparison theorem of backward doubly stochastic differential equations

zbMATH Open1240.60146MaRDI QIDQ3014672FDOQ3014672

Authors: Pengju Duan, Yong Ren 

Publication date: 19 July 2011

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

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)

Cited In (14)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• Comparison theorems for some backward stochastic Volterra integral equations
• A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations
• A Kneser-type theorem for backward doubly stochastic differential equations
• Comparison theorems for the multidimensional BDSDEs and applications
• A comparison theorem for stochastic equations in infinite dimensions and applications
• A generalized existence theorem of backward doubly stochastic differential equations
• A general comparison theorem for backward 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 theorem of backward doubly stochastic differential equations driven by Lévy processes and application
• Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem

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)