A Class of Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients  

作　　者：Qing-feng ZHU Yu-feng SHI 

机构地区：[1]School of Mathematic and Quantitative Economics,Shandong University of Finance and Economics [2]Institute for Financial Studies and School of Mathematics,Shandong University [3]School of Statistics,Shandong University of Finance and Economics

出　　处：《Acta Mathematicae Applicatae Sinica》2014年第4期965-976,共12页应用数学学报（英文版）

基　　金：Supported by the National Natural Science Foundation of China(Nos.11371226,11071145,11301298,11201268 and 11231005);Foundation for Innovative Research Groups of National Natural Science Foundation of China(No.11221061);the 111 Project(No.B12023);Natural Science Foundation of Shandong Province of China(ZR2012AQ013)

摘　　要：In this work the existence of solutions of one-dimensional backward doubly stochastic differential equations （BDSDEs） with coefficients left-Lipschitz in y （may be discontinuous） and Lipschitz in z is studied. Also, the associated comparison theorem is obtained.In this work the existence of solutions of one-dimensional backward doubly stochastic differential equations （BDSDEs） with coefficients left-Lipschitz in y （may be discontinuous） and Lipschitz in z is studied. Also, the associated comparison theorem is obtained.

关 键 词：backward doubly stochastic differential equations backward stochastic integral comparisontheorem 

分 类 号：O211.63[理学—概率论与数理统计] O241.82[理学—数学]