A class of backward doubly stochastic differential equations with non-Lipschitz coefficients
A class of backward doubly stochastic differential equations with non-Lipschitz coefficients
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DOI：
10.1016/j.spl.2009.07.019
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发表时间：
2009-10-15
影响因子：
0.8
通讯作者：
Lin, Qian
中科院分区：
文献类型：
--
作者：
Lin, Qian
In this paper, we deal with a class of one-dimensional backward doubly stochastic differential equations (BDSDEs) with non-Lipschitz coefficients. We obtain an existence theorem and a comparison theorem for solutions of the class of BDSDEs. (C) 2009 Elsevier B. V. All rights reserved.
