Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator

IF 0.8 4区数学 Q3 MATHEMATICS, APPLIED

Stochastic Analysis and Applications Pub Date : 2022-08-05 DOI:10.1080/07362994.2022.2104314

J. Owo

引用次数: 0

Abstract

Abstract In this paper, we investigate an existence of minimal (resp. maximal) solutions for backward doubly stochastic differential equations (BDSDEs, in short) when the coefficient with respect to the forward integral is left (resp. right)-continuous in y and continuous in z with stochastic linear growth in (y, z). Also, the associated comparison theorem is obtained.

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具有不连续随机线性增长发生器的倒向双随机微分方程

摘要本文研究了一类极小值的存在性。最大)解的后向双随机微分方程(BDSDEs，简而言之)，当相对于前向积分的系数是左(参见。(右)在y上连续，在z上连续，在(y, z)上随机线性增长，并得到了相关的比较定理。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Stochastic Analysis and Applications 数学-统计学与概率论

CiteScore

2.70

自引率

7.70%

发文量

审稿时长

6-12 weeks

期刊介绍： Stochastic Analysis and Applications presents the latest innovations in the field of stochastic theory and its practical applications, as well as the full range of related approaches to analyzing systems under random excitation. In addition, it is the only publication that offers the broad, detailed coverage necessary for the interfield and intrafield fertilization of new concepts and ideas, providing the scientific community with a unique and highly useful service.