Backward doubly stochastic differential equations with stochastic Lipschitz condition

We prove an existence and uniqueness result for backward doubly stochastic differential equations whose coefficients satisfy a stochastic Lipschitz condition. A comparison theorem for stochastic Lipschitz is also proved.

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Year of publication:	2015
Authors:	Owo, Jean-Marc
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 96.2015, C, p. 75-84
Publisher:	Elsevier
Subject:	Backward doubly stochastic differential equation \| Stochastic Lipschitz \| Comparison theorem

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011115971