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: | Tie Wang, Siyu Cui |
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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 |
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