Article ID Journal Published Year Pages File Type
1152920 Statistics & Probability Letters 2009 7 Pages PDF
Abstract
In this paper, we deal with a class of one-dimensional backward doubly stochastic differential equations (BDSDEs) with non-Lipschitz coefficients. We obtain an existence theorem and a comparison theorem for solutions of the class of BDSDEs.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
A class of backward doubly stochastic differential equations with non-Lipschitz coefficients
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