Anticipated Backward Doubly Stochastic Differential Equations with Non-Lipschitz Coefficients

The work presented in this paper focuses on a type of differential equations called anticipated backward doubly stochastic differential equations (ABDSDEs) whose generators not only depend on the anticipated terms of the solution (<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" disp...

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Bibliografiset tiedot

Päätekijät:	Tie Wang, Siyu Cui
Aineistotyyppi:	Artigo
Kieli:	Inglês
Julkaistu:	MDPI AG 2022-01-01
Sarja:	Mathematics
Aiheet:	anticipated backward doubly stochastic differential equations comparison theorems non-Lipschitz coefficients
Linkit:	https://www.mdpi.com/2227-7390/10/3/396
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