Backward doubly stochastic differential equations with weak assumptions on the coefficients

Backward doubly stochastic differential equations with weak assumptions on the coefficients

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Article ID: iaor20115702
Volume: 217
Issue: 22
Start Page Number: 9322
End Page Number: 9333
Publication Date: Jul 2011
Journal: Applied Mathematics and Computation
Authors:
Keywords: stochastic differential equations
Abstract:

In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs). We obtain existence theorems and comparison theorems for solutions of BDSDEs with weak assumptions on the coefficients.

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