Comparison theorems for the multidimensional BDSDEs and applications

DOI10.1155/2012/304781zbMATH Open1244.60064OpenAlexW2087381556WikidataQ58906605 ScholiaQ58906605MaRDI QIDQ442865FDOQ442865

Authors: Bo Zhu, Baoyan Han 

Publication date: 6 August 2012

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/304781

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Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Stochastic Equations in Infinite Dimensions
• Forward-backward stochastic differential equations and their applications
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II.
• Stationary solutions of SPDEs and infinite horizon BDSDEs
• Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
• Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
• Title not available (Why is that?)
• Backward Stochastic Differential Equations in Finance
• Adapted solution of a backward stochastic differential equation
• Weak solutions for SPDE's and backward doubly stochastic differential equations
• Comparison theorems for stochastic differential equations in finite and infinite dimensions
• Stochastic calculus with anticipating integrands
• A type of time-symmetric forward-backward stochastic differential equations
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• One-dimensional stochastic differential equations involving a singular increasing process
• Zero-sum stochastic differential games and backward equations
• Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes
• The behavior of solutions of stochastic differential inequalities
• Backward doubly stochastic differential equations with infinite time horizon.
• Backward doubly stochastic differential equations with non-Lipschitz coefficients

Cited In (9)

• Comparison theorem for Brownian multidimensional BSDEs via jump processes
• Multi-dimensional reflected backward stochastic differential equations and the comparison theorem
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• Comparison theorems for multi-dimensional general mean-field BDSDES
• General mean-field BDSDEs with continuous coefficients
• Title not available (Why is that?)
• Backward doubly stochastic differential equations with infinite time horizon.
• On a class of backward doubly stochastic differential equations with continuous coefficients
• Stochastic PDEs and infinite horizon backward doubly stochastic differential equations

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