Lp-minimal solutions of BDSDEs with left continuous and stochastic linear growth coefficients and p∈(1,2)

J.M. Owo

Statistics & Probability Letters, 2025, vol. 223, issue C

Abstract: In this work, we investigate backward doubly stochastic differential equations. Via suitable approximations and comparison theorem, we prove the existence of a minimal solution in Lp sense, for any p∈(1,2), when the coefficients are left continuous with stochastic linear growth.

Keywords: Backward doubly stochastic differential equation; Stochastic linear growth; Stochastic left continuous; Comparison theorem; Lp-solution; Lp-minimal solution (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2025.110433

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