Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients
| 04 mar 2019
O artykule
Data publikacji: 04 mar 2019
Zakres stron: 9 - 20
Otrzymano: 02 gru 2018
Przyjęty: 04 lut 2019
DOI: https://doi.org/10.2478/AMNS.2019.1.00002
Słowa kluczowe
© 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.