Backward doubly SDEs with continuous and stochastic linear growth coefficients

被引：7

作者：

Owo, Jean Marc ^{[1
]}

机构：

[1] Univ Felix H Boigny, UFR Math & Informat, 22 BP 582, Abidjan, Cote Ivoire

来源：

RANDOM OPERATORS AND STOCHASTIC EQUATIONS | 2018年 / 26卷 / 03期

关键词：

Backward doubly stochastic differential equation; stochastic linear growth; stochastic Lipschitz-continuous; comparison theorem;

D O I：

10.1515/rose-2018-0014

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 study backward doubly stochastic differential equations when the coefficients are continuous with stochastic linear growth. Via an approximation and comparison theorem, the existence of minimal and maximal solutions are obtained.

引用

页码：175 / 184

页数：10

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