Article ID Journal Published Year Pages File Type
4613944 Journal of Mathematical Analysis and Applications 2016 29 Pages PDF
Abstract

In this work we mainly prove the existence and pathwise uniqueness of solutions to general backward doubly stochastic differential equations with jumps appearing in both forward and backward integral parts. Several comparison theorems under some weak conditions are also given. Finally we apply comparison theorems in proving the existence of solution to some special backward doubly stochastic differential equations with drift coefficient increasing linearly.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
Authors
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