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A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations

โœ Scribed by Qian Lin; Zhen Wu


Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2011
Tongue
English
Weight
232 KB
Volume
27
Category
Article
ISSN
0168-9673

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Comparison theorem for solutions of back
โœ Jicheng Liu; Jiagang Ren ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 106 KB

Comparison theorems for solutions of one-dimensional backward stochastic di erential equations were established by Peng and Cao-Yan, where the coe cients were, respectively, required to be Lipschitz and Dini continuous. In this work, we generalize the comparison theorem to the case where the coe cie