Backward doubly stochastic differential equations with weak assumptions on the coefficients

被引：14

作者：

Lin, Qian ^{[1
,2
]}

机构：

[1] Univ Bretagne Occidentale, CNRS, UMR 6205, Math Lab, F-29238 Brest 3, France

[2] Shandong Univ, Sch Math, Jinan 250100, Peoples R China

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2011年 / 217卷 / 22期

基金：

中国国家自然科学基金;

关键词：

Backward doubly stochastic differential equations; Backward stochastic differential equations; Comparison theorem; Existence theorem; RANDOM TERMINAL TIME; THEOREM;

D O I：

10.1016/j.amc.2011.04.016

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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. (C) 2011 Elsevier Inc. All rights reserved.

引用

页码：9322 / 9333

页数：12

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