A generalized existence theorem of backward doubly stochastic differential equations

作者：Lin Qian^*

来源：Acta Mathematica Sinica-English Series, 2010, 26(8): 1525-1534.

DOI：10.1007/s10114-010-8217-1

• Backward doubly stochastic differential equations
• comparison theorem
• existence theorem
• backward stochastic integral

In this paper, we deal with a class of one-dimensional backward doubly stochastic differential equations (BDSDEs). We obtain a generalized comparison theorem and a generalized existence theorem of BDSDEs.

• 出版日期2010-8
• 单位山东大学