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Backward doubly stochastic differential equations with weak assumptions on the coefficients
Published 28 May 2010 in math.PR | (1005.5247v2)
Abstract: In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs) where the coefficient is left Lipschitz in y (may be discontinuous) and uniformly continuous in z. We obtain a generalized comparison theorem and a generalized existence theorem of BDSDEs .
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