Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients
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Authors
Pengju Duan
- School of Mathematics and Statistics, Suzhou University, Anhui, 234000, China.
Abstract
The paper is devoted to solve multidimensional backward doubly stochastic differential equations under integral non-
Lipschitz conditions in general spaces. By stochastic analysis and constructing approximation sequence, a new set of sufficient
conditions for multidimensional backward doubly stochastic differential equations is obtained. The results generalize the recent
results on this issue. Finally, an example is given to illustrate the advantage of the main results.
Share and Cite
ISRP Style
Pengju Duan, Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients, Journal of Nonlinear Sciences and Applications, 10 (2017), no. 1, 166--174
AMA Style
Duan Pengju, Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients. J. Nonlinear Sci. Appl. (2017); 10(1):166--174
Chicago/Turabian Style
Duan, Pengju. "Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients." Journal of Nonlinear Sciences and Applications, 10, no. 1 (2017): 166--174
Keywords
- Backward doubly stochastic differential equations
- existence and uniqueness
- integral non-Lipschitz.
MSC
References
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