Geodesic
L p -Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and p∈(1,2)
Owo, Jean-Marc1
1 Université Félix H. Boigny, Cocody, UFR de Mathématiques et Informatique, 22 BP 582 Abidjan, Côte d’Ivoire.
ESAIM: Probability and Statistics, Tome 21 (2017), pp. 168-182

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We study backward doubly stochastic differential equations where the coefficients satisfy stochastic Lipschitz condition. We prove the existence and uniqueness of the solution in L p with p∈(1,2).

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DOI : 10.1051/ps/2017008
Classification : 60H05, 60H20
Keywords: Backward doubly stochastic differential equation, stochastic Lipschitz, Lp-Solution

Owo, Jean-Marc 1

1 Université Félix H. Boigny, Cocody, UFR de Mathématiques et Informatique, 22 BP 582 Abidjan, Côte d’Ivoire. 
@article{PS_2017__21__168_0,
     author = {Owo, Jean-Marc},
     title = {$L^{p}${-Solutions} of backward doubly stochastic differential equations with stochastic {Lipschitz} condition and $p \in{} (1,2)$},
     journal = {ESAIM: Probability and Statistics},
     pages = {168--182},
     publisher = {EDP-Sciences},
     volume = {21},
     year = {2017},
     doi = {10.1051/ps/2017008},
     mrnumber = {3716125},
     zbl = {1393.60058},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ps/2017008/}
}
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Owo, Jean-Marc. $L^{p}$-Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and $p \in{} (1,2)$. ESAIM: Probability and Statistics, Tome 21 (2017), pp. 168-182. doi: 10.1051/ps/2017008

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