Abstract
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.
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Supported by Marie Curie Initial Training Network (Grant No. PITN-GA2008-213841) and National Basic Research Program of China (973 Program, No. 2007CB814906)
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Lin, Q. A generalized existence theorem of backward doubly stochastic differential equations. Acta. Math. Sin.-English Ser. 26, 1525–1534 (2010). https://doi.org/10.1007/s10114-010-8217-1
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DOI: https://doi.org/10.1007/s10114-010-8217-1
Keywords
- Backward doubly stochastic differential equations
- comparison theorem
- existence theorem
- backward stochastic integral