<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>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.</p></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.

Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients

Applied Mathematics and Nonlinear Sciences

This work is licensed under the Creative Commons Attribution 4.0 International License.

In this work, we deal with a new type of differential equations called anticipated backward doubly stochastic differential equations. We establish existence...

Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients

Online veröffentlicht: 04. März 2019

Seitenbereich: 9 - 20

Eingereicht: 02. Dez. 2018

Akzeptiert: 04. Feb. 2019

DOI: https://doi.org/10.2478/AMNS.2019.1.00002

Schlüsselwörter
Anticipated backward doubly stochastic differential equation, non-lipschitz coefficients, Itô’s representation formula and Gronwall lemma

© 2019 S. Aidara, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients

Online veröffentlicht: 04. März 2019

Seitenbereich: 9 - 20

Eingereicht: 02. Dez. 2018

Akzeptiert: 04. Feb. 2019

DOI: https://doi.org/10.2478/AMNS.2019.1.00002

SchlüsselwörterAnticipated backward doubly stochastic differential equation, non-lipschitz coefficients, Itô’s representation formula and Gronwall lemma

© 2019 S. Aidara, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Schlüsselwörter
Anticipated backward doubly stochastic differential equation, non-lipschitz coefficients, Itô’s representation formula and Gronwall lemma