Backward doubly stochastic differential equations with weak assumptions on the coefficients

Details Backward doubly stochastic differential equations with weak assumptions on the coefficients Backward doubly stochastic differential equations with weak assumptions on the coefficients

2010-05-28

arxiv.org/abs/1005.5247v2

Applied Mathematics and Computation 217 (2011) 9322--9333

Mathematics

Probability

17 pages

Scientific paper

10.1016/j.amc.2011.04.016

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 .

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