Backward doubly stochastic differential equations with non-Lipschitz coefficients
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Publication:5324869
DOI10.1515/ROSE.2008.018zbMath1199.60058MaRDI 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
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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