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: | Lin Qian |
Keywords: | stochastic differential equations |
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.