Found 49 Documents (Results 1–49)
Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator. (English) Zbl 1535.60103
Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations. (English) Zbl 1540.60101
Minimal solution of irregular barrier reflected BDSDEs with left continuous and stochastic linear growth generators. (English) Zbl 07745559
Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs. (English) Zbl 1525.60077
Comparison theorems for multi-dimensional general mean-field BDSDES. (English) Zbl 1513.60072
MSC:
60H10
\(L^p\) \((1 < p < 2)\) solutions of backward doubly stochastic differential equations with locally monotone coefficients. (English) Zbl 07530940
MSC:
62-XX
\(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients. (English) Zbl 1470.60166
MSC:
60H10
Existence of solution for mean-field reflected discontinuous backward doubly stochastic differential equation. (English) Zbl 1524.60135
Reflected backward doubly stochastic differential equations with discontinuous barrier. (English) Zbl 1490.60141
MSC:
60H10
Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations. (English) Zbl 1460.60058
Backward doubly stochastic Volterra integral equations and their applications. (English) Zbl 1443.60056
Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes. (English) Zbl 1436.93144
Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients. (English) Zbl 1458.60076
Probabilistic interpretation for solutions of fully nonlinear stochastic pdes. (English) Zbl 1447.60116
A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes. (English) Zbl 1414.93202
Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs. (English) Zbl 1478.60190
BDSDE with Poisson jumps under stochastic Lipschitz and linear growth conditions. (English) Zbl 1401.60106
Backward doubly SDEs with continuous and stochastic linear growth coefficients. (English) Zbl 1401.60116
\(L^p\) solutions of infinite time interval backward doubly stochastic differential equations. (English) Zbl 1488.60162
MSC:
60H10
Stochastic maximum principle for delayed backward doubly stochastic control systems. (English) Zbl 1415.49021
Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients. (English) Zbl 1412.60081
Reflected backward doubly stochastic differential equations with time delayed generators. (English) Zbl 1390.60217
Discontinuous backward doubly stochastic differential equations with Poisson jumps. (English) Zbl 1367.60074
Reflected solutions of generalized anticipated backward double stochastic differential equations. (English) Zbl 1359.60076
Stochastic partial differential equations with singular terminal condition. (English) Zbl 1355.35198
Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property. (English) Zbl 1338.60147
Near-relaxed control problem of fully coupled forward-backward doubly system. (English) Zbl 1327.93408
Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem. (English) Zbl 1305.60043
A class of backward doubly stochastic differential equations with discontinuous coefficients. (English) Zbl 1315.60073
Reviewer: Romeo Negrea (Timişoara)
Reflected backward doubly stochastic differential equations with discontinuous coefficients. (English) Zbl 1262.60053
MSC:
60H10
Mean-field backward doubly stochastic differential equations and related SPDEs. (English) Zbl 1278.35272
MSC:
35R60
Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients. (English) Zbl 1259.60063
One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients. (English) Zbl 1261.60056
Reviewer: Athanasios Yannacopoulos (Athens)
MSC:
60H10
Comparison theorems for the multidimensional BDSDEs and applications. (English) Zbl 1244.60064
MSC:
60H15
Backward doubly stochastic differential equations with weak assumptions on the coefficients. (English) Zbl 1220.60035
Reviewer: Leslaw Socha (Warsaw)
On a class of backward doubly stochastic differential equations. (English) Zbl 1220.60034
Appl. Math. Comput. 217, No. 21, 8754-8764 (2011); corrigendum ibid. 218, No. 17, 9033-9034 (2012).
MSC:
60H10
A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations. (English) Zbl 1216.60053
Reviewer: Martin Riedler (Wien)
MSC:
60H10
A note on homeomorphism for backward doubly SDEs and applications. (English) Zbl 1205.60108
MSC:
60H10
A generalized existence theorem of backward doubly stochastic differential equations. (English) Zbl 1202.60090
MSC:
60H10
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