Backward Doubly Stochastic Differential Equations with Markov Chains and a Comparison Theorem
In this paper we study the existence and uniqueness of solutions for one kind of backward doubly stochastic differential equations (BDSDEs) with Markov chains. By generalizing the Itô’s formula, we study such problem under the Lipschitz condition. Moreover, thanks to the Yosida approximation, we sol...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-11-01
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| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/12/12/1953 |