Open AccessBackward doubly stochastic differential equations (BDSDEs): Existence and Uniqueness
Author(s) -
Asma Alwasm
Publication year - 2022
Publication title -
journal of advances in mathematics
Language(s) - English
Resource type - Journals
ISSN - 2347-1921
DOI - 10.24297/jam.v21i.9211
Subject(s) - mathematics , uniqueness , stochastic differential equation , class (philosophy) , mathematical analysis , stochastic partial differential equation , differential equation , computer science , artificial intelligence
In this paper, we present a class of stochastic differential equations with terminal condition, called backward doubly stochastic differential equations (BDSDEs). Precisely, we will prove the existence and uniqueness of the solutions of FBDSDEs but under weaker conditions
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