Backward Doubly Stochastic Differential Equations With Monotone and Discontinuous Coefficients
نویسندگان
چکیده
In this paper, we use the Yoshida approximation to prove the existence and uniqueness of a solution for the backward doubly stochastic differential equation when the generator is monotone and continuous. Before that we present the results for existence and uniqueness of an adapted solution of the backward doubly stochastic differential equation under some generals conditions.
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تاریخ انتشار 2017