Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients

被引：0

作者：

Duan, Pengju ^{[1
]}

机构：

[1] Suzhou Univ, Sch Math & Stat, Suzhou 234000, Anhui, Peoples R China

来源：

JOURNAL OF NONLINEAR SCIENCES AND APPLICATIONS | 2017年 / 10卷 / 01期

关键词：

Backward doubly stochastic differential equations; existence and uniqueness; integral non-Lipschitz; ZERO-SUM;

D O I：

10.22436/jnsa.010.01.16

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The paper is devoted to solve multidimensional backward doubly stochastic differential equations under integral non-Lipschitz conditions in general spaces. By stochastic analysis and constructing approximation sequence, a new set of sufficient conditions for multidimensional backward doubly stochastic differential equations is obtained. The results generalize the recent results on this issue. Finally, an example is given to illustrate the advantage of the main results. (C) 2017 all rights reserved.

引用

页码：166 / 174

页数：9

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