Anticipated backward doubly SDEs with generators in stochastic Lipschitz condition. (June 2020)
- Record Type:
- Journal Article
- Title:
- Anticipated backward doubly SDEs with generators in stochastic Lipschitz condition. (June 2020)
- Main Title:
- Anticipated backward doubly SDEs with generators in stochastic Lipschitz condition
- Authors:
- Xing, Zhuangzhuang
Wei, Lifeng - Abstract:
- Abstract: In this paper, we prove the well-posedness of the solutions to anticipated backward doubly SDEs (ABDSDEs for short) with stochastic Lipschitz coefficients, where the generators (drivers) of equations not only rely on the prospective values of the pair of solutions, but also satisfy a certain type of Lipschitz condition. This type of equation has a practical background in financial mathematics.
- Is Part Of:
- Journal of physics. Volume 1549:Number 5(2020)
- Journal:
- Journal of physics
- Issue:
- Volume 1549:Number 5(2020)
- Issue Display:
- Volume 1549, Issue 5 (2020)
- Year:
- 2020
- Volume:
- 1549
- Issue:
- 5
- Issue Sort Value:
- 2020-1549-0005-0000
- Page Start:
- Page End:
- Publication Date:
- 2020-06
- Subjects:
- Physics -- Congresses
530.5 - Journal URLs:
- http://www.iop.org/EJ/journal/1742-6596 ↗
http://ioppublishing.org/ ↗ - DOI:
- 10.1088/1742-6596/1549/5/052058 ↗
- Languages:
- English
- ISSNs:
- 1742-6588
- Deposit Type:
- Legaldeposit
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- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 5036.223000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 25451.xml