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A generalized existence theorem of backward doubly stochastic differential equations

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Abstract

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.

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Authors and Affiliations

  1. School of Mathematics, Shandong University, Ji’nan, 250100, P. R. China

    Qian Lin

  2. Laboratoire de Mathématiques, CNRS UMR 6205, Université de Bretagne Occidentale, 6, avenue Victor Le Gorgeu, CS 93837, 29238, Brest cedex 3, France

    Qian Lin

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  1. Qian Lin
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Correspondence to Qian Lin.

Additional information

Supported by Marie Curie Initial Training Network (Grant No. PITN-GA2008-213841) and National Basic Research Program of China (973 Program, No. 2007CB814906)

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Lin, Q. A generalized existence theorem of backward doubly stochastic differential equations. Acta. Math. Sin.-English Ser. 26, 1525–1534 (2010). https://doi.org/10.1007/s10114-010-8217-1

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  • DOI: https://doi.org/10.1007/s10114-010-8217-1

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