Home > Papers

 
 
Backward Doubly Stochastic Differential Equations with Time Delayed Generators
LUO Jiaowan *,ZHANG Youcun #,LI Zhi
School of Mathematics and Information Sciences, Guangzhou University, Guangzhou, Guangdong 510006
*Correspondence author
#Submitted by
Subject:
Funding: Specialized Research Fund for the Doctoral Program of Higher Education（No.No.20090002110047）
Opened online: 2 January 2013
Accepted by: none
Citation: LUO Jiaowan,ZHANG Youcun,LI Zhi.Backward Doubly Stochastic Differential Equations with Time Delayed Generators[OL]. [ 2 January 2013] http://en.paper.edu.cn/en_releasepaper/content/4506993
 
 
In this paper, we study backward doubly stochastic differential equation with time delayed generators. In this new type of equations, generators at time t can depend on the values of a solution in the past, weighted with a time delay function for instance of the moving average type. We prove existence and uniqueness of a solution for a sufficiently small Lipschitz constant of generators.
Keywords:Backward doubly stochastic differential equations; Time delayed generators; Contractioninequality; Existence and uniqueness
 
 
 

For this paper
  • ● PDF (0B)
  • ● Revision 0 　　 　　
  • ● Print this paper
  • ● Recommend this paper to a friend
  • ● Add to my favorite list

    Saved Papers

    Please enter a name for this paper to be shown in your personalized Saved Papers list

Tags
Add yours

Related Papers

Statistics
PDF Downloaded 359
Bookmarked 0
Recommend 5
Comments Array
Submit your papers