A Kneser-type theorem for backward doubly stochastic differential equations

DOI10.3934/DCDSB.2010.14.1565zbMATH Open1221.60086arXiv1006.1119OpenAlexW2963980147MaRDI QIDQ618963FDOQ618963

Authors: Qingfeng Zhu, Yufeng Shi 

Publication date: 17 January 2011

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

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.

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

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zbMATH Keywords

backward doubly stochastic differential equationscomparison theoremmaximal solutionKneser-type theorem

Mathematics Subject Classification ID

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

Cited In (5)

• Title not available (Why is that?)
• Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations
• Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property
• A generalized existence theorem of backward doubly stochastic differential equations
• On a class of backward doubly stochastic differential equations with continuous coefficients

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