Kneser-type theorem for backward doubly stochastic differential equations
Kneser-type theorem for backward doubly stochastic differential equations
class of backward doubly stochastic differential equations (BDSDEs in short) with continuous coefficient is studied. We give the comparison theorem, the existence of the maximal solution and the structure of solutions to BDSDEs with continuous coefficient. A Kneser-type theorem for BDSDEs is obtained. We show that there is either unique or uncountable solutions for this kind of BDSDEs.
class of backward doubly stochastic differential equations (BDSDEs in short) with continuous coefficient is studied. We give the comparison theorem, the existence of the maximal solution and the structure of solutions to BDSDEs with continuous coefficient. A Kneser-type theorem for BDSDEs is obtained. We show that there is either unique or uncountable solutions for this kind of BDSDEs.
朱庆峰、石玉峰
数学
Backward doubly stochastic differential equationscomparison theoremmaximal solutionKneser-type theorem
Backward doubly stochastic differential equationscomparison theoremmaximal solutionKneser-type theorem
朱庆峰,石玉峰.Kneser-type theorem for backward doubly stochastic differential equations[EB/OL].(2010-01-26)[2025-08-02].http://www.paper.edu.cn/releasepaper/content/201001-1054.点此复制
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