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Abstract In this work, we prove some comparison theorems of anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients. Click to show full abstract
Abstract In this work, we prove some comparison theorems of anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients.
Keywords:
anticipated backward;
doubly stochastic;
backward doubly;
stochastic differential;
comparison theorems;
theorems anticipated
Journal Title: Random Operators and Stochastic Equations
Year Published: 2020
Link to full text (if available)
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Journal Title: Random Operators and Stochastic Equations
Year Published: 2020
Link to full text (if available)
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recommendations!