{
  "id": "1005.2500",
  "version": "v1",
  "published": "2010-05-14T11:18:16.000Z",
  "updated": "2010-05-14T11:18:16.000Z",
  "title": "A Class of Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients",
  "authors": [
    "Qingfeng Zhu",
    "Yufeng Shi"
  ],
  "comment": "15 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this work the existence of solutions of one-dimensional backward dou- bly stochastic differential equations (BDSDEs in short) where the coefficient is left-Lipschitz in y (may be discontinuous) and Lipschitz in z is studied. Also, the associated comparison theorem is obtained.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2010-05-14T11:18:16.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "60H05"
    ],
    "keywords": [
      "backward doubly stochastic differential equations",
      "discontinuous coefficients",
      "associated comparison theorem"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 15,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1005.2500Z"
    }
  }
}