• Title/Summary/Keyword: backward doubly stochastic differential equation

Search Result 1, Processing Time 0.016 seconds

THE SOLUTIONS OF BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS

  • Han, Baoyan;Zhu, Bo
    • Journal of applied mathematics & informatics
    • /
    • v.29 no.5_6
    • /
    • pp.1143-1155
    • /
    • 2011

  • In this paper, we shall establish a new theorem on the existence and uniqueness of the solution to a backward doubly stochastic differential equations under a weaker condition than the Lipschitz coefficient. We also show a comparison theorem for this kind of equations.

  • https://doi.org/10.14317/jami.2011.29.5_6.1143 인용 PDF KSCI