LAUSR

Anticipated Generalized Backward Doubly Stochastic Differential Equations

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1 Published in 2022 at "Symmetry"

DOI: 10.3390/sym14010114

Abstract: In this paper, we explore a new class of stochastic differential equations called anticipated generalized backward doubly stochastic differential equations (AGBDSDEs), which not only involve two symmetric integrals related to two independent Brownian motions and… read more here.

Keywords: backward doubly; doubly stochastic; stochastic differential; generalized backward ... See more keywords