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arXiv:1005.5247 [math.PR]AbstractReferencesReviewsResources

Backward doubly stochastic differential equations with weak assumptions on the coefficients

Qian Lin

Published 2010-05-28, updated 2011-04-07Version 2

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 .

Comments: 17 pages
Journal: Applied Mathematics and Computation 217 (2011) 9322--9333
Categories: math.PR
Subjects: 60H10
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