Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients

Publié en ligne: 04 mars 2019

Pages: 9 - 20

Reçu: 02 déc. 2018

Accepté: 04 févr. 2019

DOI: https://doi.org/10.2478/AMNS.2019.1.00002

Mots clés

Anticipated backward doubly stochastic differential equation, non-lipschitz coefficients, Itô’s representation formula and Gronwall lemma

© 2019 S. Aidara, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.