Comparison theorems for anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients

被引：1

作者：

Aidara, Sadibou ^{[1
]}

机构：

[1] Univ Gaston Berger, BP 234, St Louis, Senegal

来源：

RANDOM OPERATORS AND STOCHASTIC EQUATIONS | 2020年 / 28卷 / 01期

关键词：

Anticipated backward doubly stochastic differential equation; Ito's representation formula; Gronwall lemma; comparison theorem;

D O I：

10.1515/rose-2020-2026

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this work, we prove some comparison theorems of anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients.

引用

页码：19 / 26

页数：8

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