{"title":"Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator","authors":"J. Owo","doi":"10.1080/07362994.2022.2104314","DOIUrl":null,"url":null,"abstract":"Abstract In this paper, we investigate an existence of minimal (resp. maximal) solutions for backward doubly stochastic differential equations (BDSDEs, in short) when the coefficient with respect to the forward integral is left (resp. right)-continuous in y and continuous in z with stochastic linear growth in (y, z). Also, the associated comparison theorem is obtained.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"41 1","pages":"958 - 973"},"PeriodicalIF":0.8000,"publicationDate":"2022-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Analysis and Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/07362994.2022.2104314","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
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Abstract
Abstract In this paper, we investigate an existence of minimal (resp. maximal) solutions for backward doubly stochastic differential equations (BDSDEs, in short) when the coefficient with respect to the forward integral is left (resp. right)-continuous in y and continuous in z with stochastic linear growth in (y, z). Also, the associated comparison theorem is obtained.
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