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Backward Doubly Stochastic Differential Equations (BDSDEs)

Author name : ASMA MANSOUR NASSER ALWASM
Publication Date : 2022-03-23
Journal Name : ADVANCES IN MATHEMATICS

Abstract

Abstract: In this paper, we present a class of stochastic differential equations with terminal condition, called backward doubly stochastic differential equations (BDSDEs). Precisely, we will prove the existence and uniqueness of the solutions of FBDSDEs but under weaker conditions.

Keywords

Itô Formula, Brownian motion/Wiener process, Backward doubly stochastic differential equations, stochastic partial differential-integral equations.

Publication Link

https://rajpub.com/index.php/jam/article/download/9211/8340

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