Search Results - subject:"Backward doubly stochastic differential equations"

SPDEs with polynomial growth coefficients and the Malliavin calculus method

Zhang, Qi; Zhao, Huaizhong - In: Stochastic Processes and their Applications 123 (2013) 6, pp. 2228-2271

stochastic differential equations (BDSDEs) with polynomial growth coefficients using weak convergence, equivalence of norm …In this paper we study the existence and uniqueness of the Lρ2p(Rd;R1)×Lρ2(Rd;Rd) valued solutions of backward doubly …

Persistent link: https://www.econbiz.de/10011065058

One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients

Li, Zhi; Luo, Jiaowan - In: Statistics & Probability Letters 82 (2012) 10, pp. 1841-1848

In this paper, we study one-dimensional reflected backward doubly stochastic differential equations (RBDSDEs) with one …

Persistent link: https://www.econbiz.de/10010597142