Work

Generalized Anticipated Backward Doubly Stochastic Differential Equationswith Non-lipschitz Condition

Year: 2025

Type: article

Abstract: In this work, we study the anticipated generalized backward doubly stochastic differential equations (AGBDSDEs) whose coefficients satisfy a non-Lipschitz condition. An existence and uniqueness theorem is formulated and proved for this equation. A comparison theorem for this type of AGBDSDEs is also presented.

Source: Far East Journal of Mathematical Sciences (FJMS)

DOI: 10.17654/0972087125032

Authors: Lamine SYLLA, Yaya SAGNA, Djibril NDIAYE, Cheikh GUEYE, Sadibou AIDARA

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: hybrid

OpenAlex ID: W4413433086

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