A Class of Backward DoublyStochastic Differential Equations with Discontinuous Coefficients

所有作者：朱庆峰 石玉峰

作者单位：山东财政学院 统计与数理学院

论文摘要：In this work the existence of solutions of one-dimensional backward doubly stochastic differential equations (BDSDEs in short) where the coefficient is left-Lipschitz in y (may be discontinuous) and Lipschitz in z is studied。 Also， the associated comparison theorem is obtained。

关键词： backward doubly stochastic differential equations backward stochastic integral comparison theorem

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