Backward Doubly Stochastic Differential Equations with Stochastic Non-Lipschitz Coefficients  

作　　者：Si-yan XU Yi-dong ZHANG 

机构地区：[1]College of Science,North China University of Technology,Beijing 100144,China

出　　处：《Acta Mathematicae Applicatae Sinica》2024年第4期908-928,共21页应用数学学报（英文版）

基　　金：supported by Beijing Natural Science Foundation(No.1222004);Yuyou Project of North University of Technology(No.207051360020XN140/007);Scientific Research Foundation of North University of Technology(No.110051360002)。

摘　　要：In this paper,we prove an existence and uniqueness theorem for backward doubly stochastic differential equations under a new kind of stochastic non-Lipschitz condition which involves stochastic and timedependent condition.As an application,we use the result to obtain the existence of stochastic viscosity solution for some nonlinear stochastic partial differential equations under stochastic non-Lipschitz conditions.

关 键 词：Stochastic non-Lipschitz coefficients backward doubly stochastic differential equation stochastic viscosity solutions 

分 类 号：O211.63[理学—概率论与数理统计]