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


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.


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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


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