Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients
| 04 mar 2019
INFORMAZIONI SU QUESTO ARTICOLO
Pubblicato online: 04 mar 2019
Pagine: 9 - 20
Ricevuto: 02 dic 2018
Accettato: 04 feb 2019
DOI: https://doi.org/10.2478/AMNS.2019.1.00002
Parole chiave
© 2019 S. Aidara, published by Sciendo
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 and uniqueness of solution in the case of non-Lipschitz coefficients.