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A generalized existence theorem of backward doubly stochastic differential equations |
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| Authors: | Qian Lin |
| Institution: | 1. School of Mathematics, Shandong University, Ji’nan, 250100, P. R. China 2. 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 a class of one-dimensional backward doubly stochastic differential equations (BDSDEs). We obtain a generalized comparison theorem and a generalized existence theorem of BDSDEs. |
| Keywords: | Backward doubly stochastic differential equations comparison theorem existence theorem backward stochastic integral |
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