A Generalized Existence Theorem of Backward Doubly Stochastic Differential Equations  

作　　者：Qian LIN 

机构地区：[1]School of Mathematics, Shandong University, Ji'nan 250100, P. R. China and Laboratoire de Mathematiques, CNRS UMR 6205, Universite de Bretagne Occidentale,6,avenue Victor Le Gorgeu, CS 93837, 29238 Brest cedex 3, France

出　　处：《Acta Mathematica Sinica,English Series》2010年第8期1525-1534,共10页数学学报（英文版）

基　　金：Supported by Marie Curie Initial Training Network (Grant No. PITN-GA2008-213841);National Basic Research Program of China (973 Program, No. 2007CB814906)

摘　　要：In this paper, we deal with a class of one-dimensional backward doubly stochastic differential equations （BDSDEs）. We obtain a generalized comparison theorem and a generalized existence theorem of BDSDEs.In this paper, we deal with a class of one-dimensional backward doubly stochastic differential equations （BDSDEs）. We obtain a generalized comparison theorem and a generalized existence theorem of BDSDEs.

关 键 词：Backward doubly stochastic differential equations comparison theorem existence theorem backward stochastic integral 

分 类 号：O211.63[理学—概率论与数理统计] O177.91[理学—数学]