A Kneser-type theorem for backward doubly stochastic differential equations

DOI10.3934/dcdsb.2010.14.1565zbMath1221.60086arXiv1006.1119OpenAlexW2963980147MaRDI QIDQ618963

Qing-Feng Zhu, Yu-feng 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

comparison theoremmaximal solutionbackward doubly stochastic differential equationsKneser-type theorem

Mathematics Subject Classification ID

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

Related Items (2)

Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property ⋮ Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations

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