scientific article; zbMATH DE number 5733072

MaRDI QIDQ3570844zbMATH OpenFDO

Authors Pengju Duan

Publication date 8 July 2010

zbMATH Keywords

Gronwall inequalitybackward doubly stochastic differential equationTanaka-Meyer formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Cited in

(2)

• scientific article; zbMATH DE number 5181711 (Why is no real title available?)
• A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations

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