Comparison Theorems for the Multidimensional BDSDEs and Applications

Bo Zhu and Baoyan Han

Journal of Applied Mathematics, 2012, vol. 2012, 1-14

Abstract:

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.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljam:304781

DOI: 10.1155/2012/304781

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