Multivalued backward doubly stochastic differential equations with time delayed coefficients
Probability
2013-08-15 v2
Abstract
In this paper, we deal with a class of multivalued backward doubly stochastic differential equations with time delayed coefficients. Based on a slight extension of the existence and uniqueness of solutions for backward doubly stochastic differential equations with time delayed coefficients, we establish the existence and uniqueness of solutions for these equations by means of Yosida approximation.
Cite
@article{arxiv.1308.2748,
title = {Multivalued backward doubly stochastic differential equations with time delayed coefficients},
author = {Wen Lu and Yong Ren and Lanying Hu},
journal= {arXiv preprint arXiv:1308.2748},
year = {2013}
}
Comments
12 pages