Open AccessLp - estimates of solutions of backward doubly stochastic differential equations
Author(s) -
Jasmina Djordjević
Publication year - 2017
Publication title -
filomat
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 34
eISSN - 2406-0933
pISSN - 0354-5180
DOI - 10.2298/fil1708365d
Subject(s) - mathematics , lipschitz continuity , stochastic differential equation , bounded function , type (biology) , mathematical analysis , stochastic partial differential equation , stability (learning theory) , class (philosophy) , differential equation , ecology , machine learning , artificial intelligence , computer science , biology
This paper deals with a large class of nonhomogeneous backward doubly stochastic differential equations which have a more general form of the forward It? integrals. Terms under which the solutions of these equations are bounded in the Lp-sense, p ? 2, under both the Lipschitz and non-Lipschitz conditions, are given, i.e. Lp - stability for this general type of backward doubly stochastic differential equations is established.