Backward doubly stochastic differential equations with non-Lipschitz coefficients

Modeste N’zi; Jean-Marc Owo

doi:10.1515/rose.2008.018

ScienceGate Book Chapters

JOURNAL ARTICLE

Backward doubly stochastic differential equations with non-Lipschitz coefficients

Modeste N’zi Jean-Marc Owo

Year: 2008 Journal: Random Operators and Stochastic Equations Vol: 16 (4)Pages: 307-324 Publisher: De Gruyter

DOI: 10.1515/rose.2008.018

Get Full-Text PDF Get Analytical Report

Abstract

Abstract We prove an existence and uniqueness result for backward doubly stochastic differential equations whose coefficients satisfy non-Lipschitz assumptions.

Keywords:

Mathematics Lipschitz continuity Stochastic differential equation Applied mathematics Mathematical analysis

Metrics

Cited By

0.65

FWCI (Field Weighted Citation Impact)

Refs

0.77

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Stability and Controllability of Differential Equations

Physical Sciences → Engineering → Control and Systems Engineering

Nonlinear Differential Equations Analysis

Physical Sciences → Mathematics → Applied Mathematics

Backward doubly stochastic differential equations with non-Lipschitz coefficients

Abstract

Metrics

Citation History

Topics

Related Documents

Backward Doubly Stochastic Differential Equations with Stochastic Non-Lipschitz Coefficients

Anticipated Backward Doubly Stochastic Differential Equations with Non-Lipschitz Coefficients

Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients

A class of backward doubly stochastic differential equations with non-Lipschitz coefficients

THE SOLUTIONS OF BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS