Backward doubly stochastic differential equations with weak assumptions on the coefficients

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摘要

In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs). We obtain existence theorems and comparison theorems for solutions of BDSDEs with weak assumptions on the coefficients.

论文关键词：Backward doubly stochastic differential equations,Backward stochastic differential equations,Comparison theorem,Existence theorem

论文评审过程：Available online 4 May 2011.

论文官网地址：https://doi.org/10.1016/j.amc.2011.04.016