We study backward doubly stochastic differential equations where the coefficients satisfy stochastic Lipschitz condition. We prove the existence and uniqueness of the solution in with .
Accepté le :
DOI : 10.1051/ps/2017008
Mots clés : Backward doubly stochastic differential equation, stochastic Lipschitz, Lp-Solution
@article{PS_2017__21__168_0, author = {Owo, Jean-Marc}, title = {$L^{p}${-Solutions} of backward doubly stochastic differential equations with stochastic {Lipschitz} condition and $p \in{} (1,2)$}, journal = {ESAIM: Probability and Statistics}, pages = {168--182}, publisher = {EDP-Sciences}, volume = {21}, year = {2017}, doi = {10.1051/ps/2017008}, mrnumber = {3716125}, zbl = {1393.60058}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps/2017008/} }
TY - JOUR AU - Owo, Jean-Marc TI - $L^{p}$-Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and $p \in{} (1,2)$ JO - ESAIM: Probability and Statistics PY - 2017 SP - 168 EP - 182 VL - 21 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ps/2017008/ DO - 10.1051/ps/2017008 LA - en ID - PS_2017__21__168_0 ER -
%0 Journal Article %A Owo, Jean-Marc %T $L^{p}$-Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and $p \in{} (1,2)$ %J ESAIM: Probability and Statistics %D 2017 %P 168-182 %V 21 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/ps/2017008/ %R 10.1051/ps/2017008 %G en %F PS_2017__21__168_0
Owo, Jean-Marc. $L^{p}$-Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and $p \in{} (1,2)$. ESAIM: Probability and Statistics, Tome 21 (2017), pp. 168-182. doi : 10.1051/ps/2017008. http://www.numdam.org/articles/10.1051/ps/2017008/
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