Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications

DOI10.1081/SAP-200044444zbMath1067.60046MaRDI QIDQ4678748

Kai Liu, Yan Ling Gu, Yu-feng Shi

Publication date: 23 May 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

existence and uniquenessminimal solutionbackward stochastic integralcontinuous coefficientsLipschitz assumptions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (48)

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