Anticipated Backward Doubly Stochastic Differential Equations with Non-Lipschitz Coefficients
The work presented in this paper focuses on a type of differential equations called anticipated backward doubly stochastic differential equations (ABDSDEs) whose generators not only depend on the anticipated terms of the solution (<inline-formula><math xmlns="http://www.w3.org/1998/Mat...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-01-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/10/3/396 |