A KNESER-TYPE THEOREM FOR BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS

被引：3
作者：
Shi, Yufeng [1 ]
Zhu, Qingfeng [2 ]
机构：
[1] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China
[2] Shandong Univ Finance, Sch Math & Stat, Jinan 250014, Shandong, Peoples R China
来源：
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B | 2010年 / 14卷 / 04期
基金：
中国国家自然科学基金;
关键词：
Backward doubly stochastic differential equations; comparison theorem; maximal solution; Kneser-type theorem; SPDES;
D O I：
10.3934/dcdsb.2010.14.1565
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A class of backward doubly stochastic differential equations (BDS-DEs in short) with continuous coefficients is studied. We give the comparison theorems, the existence of the maximal solution and the structure of solutions for BDSDEs with continuous coefficients. A Kneser-type theorem for BDSDEs is obtained. We show that there is either unique or uncountable solutions for this kind of BDSDEs.
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页码：1565 / 1579
页数：15
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