Backward doubly stochastic differential equations under non-Lipschitzian coefficient

MaRDI QIDQ3513633zbMATH OpenFDO

Authors Baoyan Han, Peixu Xing

Publication date 6 August 2008

zbMATH Keywords

backward doubly stochastic differential equationscomparison theoremnon-Lipschitz conditionItô integral

Mathematics Subject Classification ID

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

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Cited in

(19)

• \(L^p\)-estimates of solutions of backward doubly stochastic differential equations
• Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients
• On a class of backward stochastic differential equations
• scientific article; zbMATH DE number 2091973 (Why is no real title available?)
• A comparison theorem of backward doubly stochastic differential equations
• Backward doubly stochastic differential equations with non-Lipschitz coefficients
• The solutions of backward doubly stochastic differential equations with non-Lipschitz coefficients
• Backward doubly stochastic differential equations with stochastic Lipschitz condition
• Anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients
• scientific article; zbMATH DE number 5951737 (Why is no real title available?)
• scientific article; zbMATH DE number 5525710 (Why is no real title available?)
• Fixed point technique for a class of backward stochastic differential equations
• Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
• A class of backward stochastic Bellman-Bihari's inequality and its applications
• Backward doubly stochastic differential equations with stochastic non-Lipschitz coefficients
• scientific article; zbMATH DE number 926393 (Why is no real title available?)
• Backward doubly stochastic differential equations with non-Lipschitz coefficients
• A class of backward doubly stochastic differential equations with non-Lipschitz coefficients
• scientific article; zbMATH DE number 7083741 (Why is no real title available?)

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