{ "id": "1005.5247", "version": "v2", "published": "2010-05-28T09:05:44.000Z", "updated": "2011-04-07T08:48:23.000Z", "title": "Backward doubly stochastic differential equations with weak assumptions on the coefficients", "authors": [ "Qian Lin" ], "comment": "17 pages", "journal": "Applied Mathematics and Computation 217 (2011) 9322--9333", "doi": "10.1016/j.amc.2011.04.016", "categories": [ "math.PR" ], "abstract": "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 .", "revisions": [ { "version": "v2", "updated": "2011-04-07T08:48:23.000Z" } ], "analyses": { "subjects": [ "60H10" ], "keywords": [ "backward doubly stochastic differential equations", "weak assumptions", "coefficient", "dimensional backward doubly stochastic differential", "generalized existence theorem" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 17, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2010arXiv1005.5247L" } } }