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A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations |
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| Authors: | Qian Lin Zhen Wu |
| Affiliation: | Qian Lin~(1,2),Zhen Wu~(1, ) 1 School of Mathematics,Shandong University,Jinan 250100,China 2 Laboratoire de Mathematiques,CNRS UMR 6205,Universite de Bretagne Occidentale,6,avenue Victor Le Gorgeu,CS 93837,29238 Brest cedex 3,Prance |
| Abstract: | In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs). We obtain a comparison theorem and a uniqueness theorem for BDSDEs with continuous coefficients. |
| Keywords: | backward doubly stochastic differential equations comparison theorem backward stochastic integral uniqueness theorem |
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