Backward doubly stochastic differential equations with weak assumptions on the coefficients

Article ID	Journal	Published Year	Pages	File Type
4630925	Applied Mathematics and Computation	2011	12 Pages	PDF

Abstract

In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs). We obtain existence theorems and comparison theorems for solutions of BDSDEs with weak assumptions on the coefficients.

Keywords

Backward doubly stochastic differential equations Comparison theorem Existence theorem Backward stochastic differential equations