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2012 Comparison Theorems for the Multidimensional BDSDEs and Applications
Bo Zhu, Baoyan Han
J. Appl. Math. 2012: 1-14 (2012). DOI: 10.1155/2012/304781


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.


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Bo Zhu. Baoyan Han. "Comparison Theorems for the Multidimensional BDSDEs and Applications." J. Appl. Math. 2012 1 - 14, 2012.


Published: 2012
First available in Project Euclid: 14 December 2012

zbMATH: 1244.60064
MathSciNet: MR2910917
Digital Object Identifier: 10.1155/2012/304781

Rights: Copyright © 2012 Hindawi

Vol.2012 • 2012
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