非Lipschitz条件下的倒向重随机微分方程

Acta mathematica scientia,Series A

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Backward Doubly Stochastic Differential Equations with Non-Lipschitz Coefficients

Zhu Bo; Han Baoyan

(School of Mathematics and Statistics Shandong Economic University, Jinan 250100; Shandong Art and Design Academy, Jinan 250014)

Received:2006-03-09 Revised:2008-06-11 Online:2008-10-25 Published:2008-10-25
Contact: Han Yanbao

Abstract

CLC Number:

60H10

Zhu Bo; Han Baoyan. Backward Doubly Stochastic Differential Equations with Non-Lipschitz Coefficients[J].Acta mathematica scientia,Series A, 2008, 28(5): 977-984.

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Backward Doubly Stochastic Differential Equations with Non-Lipschitz Coefficients

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