Lp-Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and p ∈ (1,2)

DOI10.1051/PS/2017008MaRDI QIDQ4578047zbMATH OpenOpenAlexFDO

Authors Jean-Marc Owo

Publication date 7 August 2018

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1051/ps/2017008

zbMATH Keywords

\(L^p\)-solutionbackward doubly stochastic differential equationstochastic Lipschitz

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic integral equations (60H20)

Cited in

(11)

• \(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients
• On a class of backward doubly stochastic differential equations with continuous coefficients
• scientific article; zbMATH DE number 5525710 (Why is no real title available?)
• L^p (1 < p < 2) solutions of backward doubly stochastic differential equations with locally monotone coefficients
• A framework of BSDEs with stochastic Lipschitz coefficients
• Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator
• Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process
• L ^p -solutions of backward doubly stochastic differential equations with time delayed generators
• Weighted solutions of random time horizon BSDEs with stochastic monotonicity and general growth generators and related PDEs
• L ^p -Solutions of backward doubly SDEs with continuous and stochastic linear growth coefficients and p ∈ (1,2)
• L^p-minimal solutions of BDSDEs with left continuous and stochastic linear growth coefficients and p (1, 2)

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