Backward doubly stochastic differential equations with non-Lipschitz coefficients
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Publication:5324869
DOI10.1515/ROSE.2008.018zbMath1199.60058OpenAlexW1984684129MaRDI QIDQ5324869
Publication date: 8 August 2009
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.2008.018
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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Reflected backward doubly stochastic differential equations with discontinuous barrier ⋮ A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes ⋮ Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator ⋮ RBDSDEs with jumps and optional Barrier and mean field game with common noise ⋮ Near-relaxed control problem of fully coupled forward-backward doubly system ⋮ Stochastic viscosity solutions for SPDEs with continuous coefficients ⋮ On optimal control problem for backward stochastic doubly systems ⋮ Lp - estimates of solutions of backward doubly stochastic differential equations ⋮ On a class of backward doubly stochastic differential equations ⋮ Backward doubly SDEs with continuous and stochastic linear growth coefficients ⋮ Necessary condition for optimality of forward-backward doubly system ⋮ Backward doubly stochastic differential equations with stochastic Lipschitz condition
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