Backward doubly stochastic differential equations with weak assumptions on the coefficients
arXiv:1005.5247 · doi:10.1016/j.amc.2011.04.016
Abstract
In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs) where the coefficient is left Lipschitz in y (may be discontinuous) and uniformly continuous in z. We obtain a generalized comparison theorem and a generalized existence theorem of BDSDEs .
17 pages