A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations

作者：Lin Qian; Wu Zhen^*

来源：Acta Mathematicae Applicatae Sinica-English Series, 2011, 27(2): 223-232.

DOI：10.1007/s10255-011-0057-y

• backward doubly stochastic differential equations
• comparison theorem
• backward stochastic integral
• uniqueness theorem

In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs). We obtain a comparison theorem and a uniqueness theorem for BDSDEs with continuous coefficients.

• 出版日期2011-4
• 单位山东大学