Article
Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients
Authors
Abstract
In this work, we deal with a new type of differential equations called anticipated backward doubly stochastic differential equations. We establish existence and uniqueness of solution in the case of non-Lipschitz coefficients.
Keywords
Anticipated backward doubly stochastic differential equation, non-lipschitz coefficients, Itô’s representation formula and Gronwall lemma, 60H05, 60G44
Citation
Aidara, S. (2019). Anticipated backward doubly stochastic differential equations with non-liphschitz coefficients. Applied Mathematics and Nonlinear Sciences, 4(1), 9–20. https://doi.org/10.2478/AMNS.2019.1.00002
S. Aidara, “Anticipated backward doubly stochastic differential equations with non-liphschitz coefficients,” Applied Mathematics and Nonlinear Sciences, vol. 4, no. 1, pp. 9–20, 2019, doi: 10.2478/AMNS.2019.1.00002.
Aidara S. Anticipated backward doubly stochastic differential equations with non-liphschitz coefficients. Applied Mathematics and Nonlinear Sciences. 2019;4(1):9–20. doi:10.2478/AMNS.2019.1.00002.
Aidara, S. (2019), ‘Anticipated backward doubly stochastic differential equations with non-liphschitz coefficients’, Applied Mathematics and Nonlinear Sciences, 4(1), pp. 9–20. Available at: https://doi.org/10.2478/AMNS.2019.1.00002.
Aidara, Sadibou. “Anticipated Backward Doubly Stochastic Differential Equations with Non-liphschitz Coefficients.” Applied Mathematics and Nonlinear Sciences, vol. 4, no. 1, 2019, pp. 9–20. https://doi.org/10.2478/AMNS.2019.1.00002.
Aidara, Sadibou. “Anticipated Backward Doubly Stochastic Differential Equations with Non-liphschitz Coefficients.” Applied Mathematics and Nonlinear Sciences 4, no. 1 (2019): 9–20. https://doi.org/10.2478/AMNS.2019.1.00002.
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Published by: Engineering Journals
