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

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.