Anticipated backward doubly stochastic differential equations

DOI10.1360/012012-367zbMath1488.60160OpenAlexW2322318117MaRDI QIDQ5017816

Feng Zhang

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/012012-367

zbMATH Keywords

comparison theoremexistence and uniquenessanticipated backward doubly stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (2)

Stochastic maximum principle for delayed doubly stochastic control systems and their applications ⋮ Stochastic maximum principle for delayed backward doubly stochastic control systems

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