an:06695479
Zbl 1359.60076
Xu, Liping; Li, Zhi; Luo, Jiaowa
Reflected solutions of generalized anticipated backward double stochastic differential equations
EN
Random Oper. Stoch. Equ. 25, No. 1, 49-56 (2017).
00364246
2017
j
60H10 60H20
anticipated backward doubly stochastic differential equations; reflected solution; comparison theorem
Summary: In this paper, we deal with a new type of differential equations called generalized anticipated backward doubly stochastic differential equations (GA-BDSDEs). The coefficients of these BDSDEs depend on the future value of the solution \((Y,Z)\). We obtain an existence and uniqueness theorem and a comparison theorem for the reflected solutions of these equations.