Lp-solutions of backward doubly stochastic differential equations with time delayed generators

被引：0

作者：

Karouf, Monia ^{[1
]}

机构：

[1] Higher Inst Appl Sci & Technol Gafsa, LR17ES11, Gafsa, Tunisia

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2024年 / 42卷 / 06期

关键词：

Backward doubly stochastic differential equations; time delayed generators; Lipschitz coefficients; L-p-solutions; Picard iterative method; L-infinity-approximation; DRIVEN; PDIES; BSDES;

D O I：

10.1080/07362994.2024.2421509

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Given p > 1, we study L-p-solutions of backward doubly stochastic differential equations with time delayed generators (delay BDSDEs for short) whose generators Lipschitz continuous in (y, z)-variables. We first give a priori estimates in general L-p-spaces. Then, we show under suitable p-integrability conditions on the data that such a BDSDE admits a unique solution by means of the L-infinity-approximation as well as the Picard iterative procedure.

引用

页码：1156 / 1184

页数：29

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