Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients

Data publikacji: 04 mar 2019

Zakres stron: 9 - 20

Otrzymano: 02 gru 2018

Przyjęty: 04 lut 2019

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

Słowa kluczowe

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.