A Kneser-type theorem for backward doubly stochastic differential equations

Details A Kneser-type theorem for backward doubly stochastic differential equations A Kneser-type theorem for backward doubly stochastic differential equations

2010-06-06

arxiv.org/abs/1006.1119v1

Mathematics

Probability

17 pages

Scientific paper

A class of backward doubly stochastic differential equations (BDSDEs in short) with continuous coefficients is studied. We give the comparison theorems, the existence of the maximal solution and the structure of solutions for BDSDEs with continuous coefficients. A Kneser-type theorem for BDSDEs is obtained. We show that there is either unique or uncountable solutions for this kind of BDSDEs.

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