Comparison theorems for the multidimensional BDSDEs and applications

DOI10.1155/2012/304781MaRDI QIDQ442865zbMATH OpenOpenAlexWikidataFDO

Authors Bo Zhu, Baoyan Han

Publication date 6 August 2012

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

Copyright license Creative Commons Attribution 4.0 International

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

Mathematics Subject Classification ID

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

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Cites work

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• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Backward doubly stochastic differential equations with infinite time horizon.
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• Backward Stochastic Differential Equations in Finance
• Comparison theorems for stochastic differential equations in finite and infinite dimensions
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• Forward-backward stochastic differential equations and their applications
• Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
• scientific article; zbMATH DE number 140601 (Why is no real title available?)
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Cited in

(9)

• Backward doubly stochastic differential equations with infinite time horizon.
• Stochastic PDEs and infinite horizon backward doubly stochastic differential equations
• Comparison theorems for multi-dimensional general mean-field BDSDES
• General mean-field BDSDEs with continuous coefficients
• On a class of backward doubly stochastic differential equations with continuous coefficients
• scientific article; zbMATH DE number 6501133 (Why is no real title available?)
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• Comparison theorem for Brownian multidimensional BSDEs via jump processes
• Multi-dimensional reflected backward stochastic differential equations and the comparison theorem

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