A KNESER-TYPE THEOREM FOR BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS

被引：3

作者：

Shi, Yufeng ^{[1
]}

Zhu, Qingfeng ^{[2
]}

机构：

[1] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China

[2] Shandong Univ Finance, Sch Math & Stat, Jinan 250014, Shandong, Peoples R China

来源：

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B | 2010年 / 14卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Backward doubly stochastic differential equations; comparison theorem; maximal solution; Kneser-type theorem; SPDES;

D O I：

10.3934/dcdsb.2010.14.1565

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A class of backward doubly stochastic differential equations (BDS-DEs in short) with continuous coefficients is studied. We give the comparison theorems, the existence of the maximal solution and the structure of solutions for BDSDEs with continuous coefficients. A Kneser-type theorem for BDSDEs is obtained. We show that there is either unique or uncountable solutions for this kind of BDSDEs.

引用

页码：1565 / 1579

页数：15

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