Multivalued backward doubly stochastic differential equations with time delayed coefficients

Wen Lu; Yong Ren; Lanying Hu

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arXiv · 1308.2748

Multivalued backward doubly stochastic differential equations with time delayed coefficients

Wen Lu·Yong Ren·Lanying Hu

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Abstract

In this paper, we deal with a class of multivalued backward doubly stochastic differential equations with time delayed coefficients. Based on a slight extension of the existence and uniqueness of solutions for backward doubly stochastic differential equations with time delayed coefficients, we establish the existence and uniqueness of solutions for these equations by means of Yosida approximation.

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BibTeX RIS

Wen Lu, Yong Ren, Lanying Hu. 2013-08-14. Multivalued backward doubly stochastic differential equations with time delayed coefficients. https://arxiv.org/abs/1308.2748

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