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Academic Journal of Engineering and Technology Science, 2020, 3(3); doi: 10.25236/AJETS.2020.030308.

Anticipated Reflected Backward Doubly SDEs with Generators in Stochastic Lipschitz Condition

Author(s)

Zhuangzhuang Xing*, Lifeng Wei

Corresponding Author:
Zhuangzhuang Xing
Affiliation(s)

School of Mathematical Sciences, Ocean University of China, Qingdao 266100, China
*Corresponding author e-mail: [email protected]

Abstract

In this paper, we prove the well-posedness of the solutions to anticipated reflected backward doubly SDEs (ARBDSDEs for short) with stochastic Lipschitz coefficients.

Keywords

backward douly stochastic differential equations, stochastic Lipschitz condition, reflected solution

Cite This Paper

Zhuangzhuang Xing, Lifeng Wei. Anticipated Reflected Backward Doubly SDEs with Generators in Stochastic Lipschitz Condition. Academic Journal of Engineering and Technology Science (2020) Vol. 3 Issue 3: 68-73. https://doi.org/10.25236/AJETS.2020.030308.

References

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