Anticipated backward doubly stochastic differential equations

DOI10.1016/j.amc.2013.05.054zbMath1329.60203arXiv1207.6165OpenAlexW2049727873MaRDI QIDQ902476

Xiao-Ming Xu

Publication date: 18 January 2016

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

Full work available at URL: https://arxiv.org/abs/1207.6165

zbMATH Keywords

comparison theoremdualityanticipated backward doubly stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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