Backward doubly stochastic differential equations with weak assumptions on the coefficients

DOI10.1016/j.amc.2011.04.016zbMath1220.60035arXiv1005.5247MaRDI QIDQ548009

Qian Lin

Publication date: 27 June 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.5247

zbMATH Keywords

comparison theorem; existence theorem; backward double stochastic differential equations; backward Itô's integral

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H05: Stochastic integrals

60H99: Stochastic analysis

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