A class of backward doubly stochastic differential equations with non-Lipschitz coefficients

作者：Lin Qian^*

来源：Statistics & Probability Letters, 2009, 79(20): 2223-2229.

DOI：10.1016/j.spl.2009.07.019

In this paper, we deal with a class of one-dimensional backward doubly stochastic differential equations (BDSDEs) with non-Lipschitz coefficients. We obtain an existence theorem and a comparison theorem for solutions of the class of BDSDEs.

• 出版日期2009-10-15
• 单位山东大学