Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151562 | Statistics & Probability Letters | 2015 | 10 Pages |
Abstract
We prove an existence and uniqueness result for backward doubly stochastic differential equations whose coefficients satisfy a stochastic Lipschitz condition. A comparison theorem for stochastic Lipschitz is also proved.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jean-Marc Owo,