scientific article; zbMATH DE number 5181711

MaRDI QIDQ5754445zbMATHFDO

Authors Ying Lu, Xiaojun Sun

Publication date 22 August 2007

zbMATH Keywords

backward doubly stochastic differential equationscomparison theoremGronwall inequality

Mathematics Subject Classification ID

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

Recommendations

• A comparison theorem of backward doubly stochastic differential equations
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• scientific article; zbMATH DE number 5733072
• Multi-dimensional reflected backward stochastic differential equations and the comparison theorem
• Converse comparison theorems for backward doubly stochastic differential equations
• A comparison theorem for backward doubly stochastic differential equations with jumps
• A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations
• A general comparison theorem for backward stochastic differential equations
• Backward doubly stochastic equations with jumps and comparison theorems
• Converse comparison theorems for multidimensional anticipated backward stochastic differential equations

Cited in

(2)

• A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations
• Comparison theorems for multi-dimensional general mean-field BDSDES

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5754445)