Comparison Theorems for the Multidimensional BDSDEs and Applications
A class of backward doubly stochastic differential equations (BDSDEs) are studied. We obtain a comparison theorem of these multidimensional BDSDEs. As its applications, we derive the existence of solutions for this multidimensional BDSDEs with continuous coefficients. We can also prove that this sol...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2012/304781 |
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| _version_ | 1849404900733091840 |
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| author | Bo Zhu Baoyan Han |
| author_facet | Bo Zhu Baoyan Han |
| author_sort | Bo Zhu |
| collection | DOAJ |
| description | A class of backward doubly stochastic differential equations (BDSDEs) are studied. We
obtain a comparison theorem of these multidimensional BDSDEs. As its applications, we
derive the existence of solutions for this multidimensional BDSDEs with continuous coefficients. We can also prove that this solution is the minimal solution of the BDSDE. |
| format | Article |
| id | doaj-art-4967c14c28ac42078e76dfb47b83eee4 |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2012-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-4967c14c28ac42078e76dfb47b83eee42025-08-20T03:36:48ZengWileyJournal of Applied Mathematics1110-757X1687-00422012-01-01201210.1155/2012/304781304781Comparison Theorems for the Multidimensional BDSDEs and ApplicationsBo Zhu0Baoyan Han1School of Mathematic and Quantitative Economics, Shandong University of Finance and Economics, Jinan 250014, ChinaShandong University of Art and Design, Jinan 250014, ChinaA class of backward doubly stochastic differential equations (BDSDEs) are studied. We obtain a comparison theorem of these multidimensional BDSDEs. As its applications, we derive the existence of solutions for this multidimensional BDSDEs with continuous coefficients. We can also prove that this solution is the minimal solution of the BDSDE.http://dx.doi.org/10.1155/2012/304781 |
| spellingShingle | Bo Zhu Baoyan Han Comparison Theorems for the Multidimensional BDSDEs and Applications Journal of Applied Mathematics |
| title | Comparison Theorems for the Multidimensional BDSDEs and Applications |
| title_full | Comparison Theorems for the Multidimensional BDSDEs and Applications |
| title_fullStr | Comparison Theorems for the Multidimensional BDSDEs and Applications |
| title_full_unstemmed | Comparison Theorems for the Multidimensional BDSDEs and Applications |
| title_short | Comparison Theorems for the Multidimensional BDSDEs and Applications |
| title_sort | comparison theorems for the multidimensional bdsdes and applications |
| url | http://dx.doi.org/10.1155/2012/304781 |
| work_keys_str_mv | AT bozhu comparisontheoremsforthemultidimensionalbdsdesandapplications AT baoyanhan comparisontheoremsforthemultidimensionalbdsdesandapplications |