Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients

• Autores: Sadibou Aidara
• Localización: Applied Mathematics and Nonlinear Sciences, ISSN-e 2444-8656, Vol. 4, Nº. 1, 2019, págs. 9-20
• Idioma: inglés
• DOI: 10.2478/amns.2019.1.00002
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• Resumen

  • In this work, we deal with a new type of differential equations called anticipated backward doubly stochastic differential equations. We establish existence and uniqueness of solution in the case of non-Lipschitz coefficients