JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2015, Vol. 50 ›› Issue (08): 24-33.doi: 10.6040/j.issn.1671-9352.0.2015.038

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Multidimensional backward doubly stochastic differential equations with generators of Osgood type

WANG Xian-fei, JIANG Long, MA Jiao-jiao   

  1. College of Sciences, China University of Mining and Technology, Xuzhou 221116, Jiangsu, China
  • Received:2015-01-09 Online:2015-08-20 Published:2015-07-31

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Abstract: A class of multidimensional backward doubly stochastic differential equations whose generator f satisfies the Osgood condition in y and generator g satisfies non-Lipschitz condition in y was studied. An existence and uniqueness theorem and a stability theorem of solutions for this kind of equations were established, and a comparison theorem for solution of the class of one-dimensional situation was proposed.

Key words: backward doubly stochastic differential equations, Osgood condition, existence and uniqueness theorem, stability theorem, comparison theorem

CLC Number: 

  • O211
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