Comparison Theorems for the Multidimensional BDSDEs and Applications
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-04-17
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
A class of backward doubly stochastic differential equations (BDSDEs) are studied.
We obtain a comparison theorem of these multidimensional BDSDEs.
As its applications, we derive the existence of solutions for this multidimensional BDSDEs with continuous coefficients.
We can also prove that this solution is the minimal solution of the BDSDE.
American Psychological Association (APA)
Zhu, Bo& Han, Baoyan. 2012. Comparison Theorems for the Multidimensional BDSDEs and Applications. Journal of Applied Mathematics،Vol. 2012, no. 2012, pp.1-14.
https://search.emarefa.net/detail/BIM-993131
Modern Language Association (MLA)
Zhu, Bo& Han, Baoyan. Comparison Theorems for the Multidimensional BDSDEs and Applications. Journal of Applied Mathematics No. 2012 (2012), pp.1-14.
https://search.emarefa.net/detail/BIM-993131
American Medical Association (AMA)
Zhu, Bo& Han, Baoyan. Comparison Theorems for the Multidimensional BDSDEs and Applications. Journal of Applied Mathematics. 2012. Vol. 2012, no. 2012, pp.1-14.
https://search.emarefa.net/detail/BIM-993131
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-993131