Multivalued backward doubly stochastic differential equations with time delayed coefficients

Autor:	Lu, Wen, Ren, Yong, Hu, Lanying
Rok vydání:	2013
Předmět:	Mathematics - Probability 60H10 60G40 60H30
Druh dokumentu:	Working Paper
Popis:	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. Comment: 12 pages
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1308.2748 Zobrazit plný text záznamu View this record from Arxiv