Backward doubly stochastic differential equations under non-Lipschitzian coefficient

zbMATH Open1150.60385MaRDI QIDQ3513633FDOQ3513633

Authors: Baoyan Han, Peixu Xing 

Publication date: 6 August 2008

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zbMATH Keywords

backward doubly stochastic differential equationscomparison theoremnon-Lipschitz conditionItô integral

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

Cited In (18)

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• The solutions of backward doubly stochastic differential equations with non-Lipschitz coefficients
• Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
• Backward doubly stochastic differential equations with non-Lipschitz coefficients
• On a class of backward stochastic differential equations
• A class of backward doubly stochastic differential equations with non-Lipschitz coefficients
• Backward doubly stochastic differential equations with non-Lipschitz coefficients
• Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients
• A comparison theorem of backward doubly stochastic differential equations
• Backward doubly stochastic differential equations with stochastic Lipschitz condition
• \(L^p\)-estimates of solutions of backward doubly stochastic differential equations
• Anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients
• Title not available (Why is that?)
• A class of backward stochastic Bellman-Bihari's inequality and its applications
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• Fixed point technique for a class of backward stochastic differential equations

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