Backward doubly stochastic differential equations with discontinuous coefficients

被引：21

作者：

N'zi, Modeste ^{[1
]}

Owo, Jean-Marc ^{[1
]}

机构：

[1] Univ Cocody, UFR Math & Informat, Abidjan, Cote Ivoire

来源：

STATISTICS & PROBABILITY LETTERS | 2009年 / 79卷 / 07期

关键词：

D O I：

10.1016/j.spl.2008.11.011

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：

We prove an existence result for backward doubly stochastic differential equations whose coefficient with respect to the forward integral is discontinuous in y and continuous in z. (c) 2008 Elsevier B.V. All rights reserved.

引用

页码：920 / 926

页数：7

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