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 |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/AMNS.2019.1.00002 |
| _version_ | 1797219107775447040 |
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| author | Aidara Sadibou |
| author_facet | Aidara Sadibou |
| author_sort | Aidara Sadibou |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-04-24T12:28:24Z |
| format | Article |
| id | doaj.art-3e055d9ec757412cb7a130a7a6d7f98e |
| institution | Directory Open Access Journal |
| issn | 2444-8656 |
| language | English |
| last_indexed | 2024-04-24T12:28:24Z |
| publishDate | 2019-03-01 |
| publisher | Sciendo |
| record_format | Article |
| series | Applied Mathematics and Nonlinear Sciences |
| spelling | doaj.art-3e055d9ec757412cb7a130a7a6d7f98e2024-04-08T07:36:49ZengSciendoApplied Mathematics and Nonlinear Sciences2444-86562019-03-014192010.2478/AMNS.2019.1.00002Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficientsAidara Sadibou0UFR Sciences Appliquées et de Technologie, Université Gaston Berger, BP 234, Saint-Louis, SenegalIn 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.https://doi.org/10.2478/AMNS.2019.1.00002anticipated backward doubly stochastic differential equationnon-lipschitz coefficientsitô’s representation formula and gronwall lemma60h0560g44 |
| spellingShingle | Aidara Sadibou Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients Applied Mathematics and Nonlinear Sciences anticipated backward doubly stochastic differential equation non-lipschitz coefficients itô’s representation formula and gronwall lemma 60h05 60g44 |
| title | Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients |
| title_full | Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients |
| title_fullStr | Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients |
| title_full_unstemmed | Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients |
| title_short | Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients |
| title_sort | anticipated backward doubly stochastic differential equations with non liphschitz coefficients |
| topic | anticipated backward doubly stochastic differential equation non-lipschitz coefficients itô’s representation formula and gronwall lemma 60h05 60g44 |
| url | https://doi.org/10.2478/AMNS.2019.1.00002 |
| work_keys_str_mv | AT aidarasadibou anticipatedbackwarddoublystochasticdifferentialequationswithnonliphschitzcoefficients |