Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4613944 | Journal of Mathematical Analysis and Applications | 2016 | 29 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Wei Xu,