Backward doubly stochastic differential equations with weak assumptions on the coefficients
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Abstract: In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs) where the coefficient is left Lipschitz in y (may be discontinuous) and uniformly continuous in z. We obtain a generalized comparison theorem and a generalized existence theorem of BDSDEs .
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Cites work
- scientific article; zbMATH DE number 1066228 (Why is no real title available?)
- scientific article; zbMATH DE number 1066313 (Why is no real title available?)
- A class of backward doubly stochastic differential equations with non-Lipschitz coefficients
- A class of backward stochastic differential equations with discontinuous coefficients
- A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations
- A generalized existence theorem of backward doubly stochastic differential equations
- Adapted solution of a backward stochastic differential equation
- Backward doubly stochastic differential equations and systems of quasilinear SPDEs
- Backward stochastic differential equations and partial differential equations with quadratic growth.
- Backward stochastic differential equations with continuous coefficient
- Backward stochastic differential equations with locally Lipschitz coefficient
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
- Backwards SDE with random terminal time and applications to semilinear elliptic PDE
- Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
- Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients
- Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
Cited in
(11)- Backward doubly stochastic differential equations with polynomial growth coefficients
- Lp (1 < p < 2) solutions of backward doubly stochastic differential equations with locally monotone coefficients
- Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator
- One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients
- Discontinuous backward doubly stochastic differential equations with Poisson jumps
- A class of backward doubly stochastic differential equations with discontinuous coefficients
- Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients
- \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions
- Reflected backward doubly stochastic differential equations with discontinuous coefficients
- Existence of solution for mean-field reflected discontinuous backward doubly stochastic differential equation
- L p -solutions of backward doubly stochastic differential equations with time delayed generators
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