Backward Doubly Stochastic Integral Equations of the Volterra Type
Probability
2011-08-16 v2
Abstract
In this paper, we study backward doubly stochastic integral equations of the Volterra type (BDSIEVs in short). Under uniform Lipschitz assumptions, we establish an existence and uniqueness result.
Keywords
Cite
@article{arxiv.0909.3614,
title = {Backward Doubly Stochastic Integral Equations of the Volterra Type},
author = {Jean Marc Owo},
journal= {arXiv preprint arXiv:0909.3614},
year = {2011}
}