This paper is devoted to deriving a comparison theorem of solutions to backward doubly stochastic differential equations driven by Brownian motion and backward It?-Kunita integral. By the application of this theorem, ...This paper is devoted to deriving a comparison theorem of solutions to backward doubly stochastic differential equations driven by Brownian motion and backward It?-Kunita integral. By the application of this theorem, we give an existence result of the solutions to these equations with continuous coefficients.展开更多
基金supported by the National Natural Science Foundation of China (10726075)
文摘This paper is devoted to deriving a comparison theorem of solutions to backward doubly stochastic differential equations driven by Brownian motion and backward It?-Kunita integral. By the application of this theorem, we give an existence result of the solutions to these equations with continuous coefficients.
