Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients
In this work, we deal with a new type of differential equations called anticipated backward doubly stochastic differential equations. We establish existence and uniqueness of solution in the case of non-Lipschitz coefficients.
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| Format: | Article |
| Language: | English |
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Sciendo
2019-03-01
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| Series: | Applied Mathematics and Nonlinear Sciences |
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| Online Access: | https://doi.org/10.2478/AMNS.2019.1.00002 |