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Backward doubly stochastic differential equations with weak assumptions on the coefficients |
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| Authors: | Qian Lin |
| Affiliation: | School of Mathematics, Shandong University, Jinan 250100, China Laboratoire de Mathématiques, CNRS UMR 6205, Université de Bretagne Occidentale, 6, Avenue Victor Le Gorgeu, CS 93837, 29238 Brest Cedex 3, France |
| Abstract: | 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. |
| Keywords: | Backward doubly stochastic differential equations Backward stochastic differential equations Comparison theorem Existence theorem |
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