| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153691 | Statistics & Probability Letters | 2009 | 7 Pages |
Abstract
We prove an existence result for backward doubly stochastic differential equations whose coefficient with respect to the forward integral is discontinuous in yy and continuous in zz.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Modeste N’zi, Jean-Marc Owo,