Backward doubly stochastic differential equations with discontinuous coefficients

JOURNAL ARTICLE

Year: 2008 Journal: Statistics & Probability Letters Vol: 79 (7)Pages: 920-926 Publisher: Elsevier BV

DOI: 10.1016/j.spl.2008.11.011

Keywords:

Mathematics Stochastic differential equation Applied mathematics Stochastic partial differential equation Differential equation Mathematical analysis

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2.90

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Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Differential Equations and Numerical Methods

Physical Sciences → Mathematics → Numerical Analysis

Nonlinear Differential Equations Analysis

Physical Sciences → Mathematics → Applied Mathematics