A generalized existence theorem of backward doubly stochastic differential equations
A generalized existence theorem of backward doubly stochastic differential equations
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DOI：
10.1007/s10114-010-8217-1
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发表时间：
2010-07
期刊：
影响因子：
--
通讯作者：
Q. Lin
中科院分区：
文献类型：
--
作者：
Q. Lin
本文研究了一类一维倒向双随机微分方程。得到了BDSDE的广义比较定理和广义存在定理。
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.