A Kneser-type theorem for backward doubly stochastic differential equations

DOI10.3934/DCDSB.2010.14.1565MaRDI QIDQ618963zbMATH OpenOpenAlexFDO

Authors Qingfeng Zhu, Yufeng Shi

Publication date 17 January 2011

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1006.1119

zbMATH Keywords

backward doubly stochastic differential equationscomparison theoremmaximal solutionKneser-type theorem

Mathematics Subject Classification ID

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

Abstract: A class of backward doubly stochastic differential equations (BDSDEs in short) with continuous coefficients is studied. We give the comparison theorems, the existence of the maximal solution and the structure of solutions for BDSDEs with continuous coefficients. A Kneser-type theorem for BDSDEs is obtained. We show that there is either unique or uncountable solutions for this kind of BDSDEs.

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