Academic Journal of Engineering and Technology Science, 2020, 3(3); doi: 10.25236/AJETS.2020.030308.
Zhuangzhuang Xing*, Lifeng Wei
School of Mathematical Sciences, Ocean University of China, Qingdao 266100, China
*Corresponding author e-mail: email@example.com
In this paper, we prove the well-posedness of the solutions to anticipated reflected backward doubly SDEs (ARBDSDEs for short) with stochastic Lipschitz coefficients.
backward douly stochastic differential equations, stochastic Lipschitz condition, reflected solution
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.
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