Backward doubly stochastic differential equations with weak assumptions on the coefficients
Probability
2011-05-25 v2
Abstract
In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs) where the coefficient is left Lipschitz in y (may be discontinuous) and uniformly continuous in z. We obtain a generalized comparison theorem and a generalized existence theorem of BDSDEs .
Keywords
Cite
@article{arxiv.1005.5247,
title = {Backward doubly stochastic differential equations with weak assumptions on the coefficients},
author = {Qian Lin},
journal= {arXiv preprint arXiv:1005.5247},
year = {2011}
}
Comments
17 pages