scientific article; zbMATH DE number 7083741

MaRDI QIDQ5225332zbMATH OpenFDO

Authors Sadibou Aidara

Publication date 22 July 2019

zbMATH Keywords

anticipated backward doubly stochastic differential equationsGronwall lemmaItô's representation formulastochastic Lipschitz conditions

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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• Anticipated backward doubly stochastic differential equations
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• Backward doubly stochastic differential equations under non-Lipschitzian coefficient
• Comparison theorems for anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients

Cited in

(5)

• Anticipated backward stochastic differential equations with left-Lipschitz coefficient
• Anticipated backward doubly stochastic differential equations
• Anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients
• BSDEs driven by fractional Brownian motion with time-delayed generators
• Stochastic maximum principle for mean-field delayed backward doubly stochastic differential equations

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