Anticipated backward doubly stochastic differential equations with non-Liphschitz coefficients
| Mar 04, 2019
Published Online: Mar 04, 2019
Page range: 9 - 20
Received: Dec 02, 2018
Accepted: Feb 04, 2019
DOI: https://doi.org/10.2478/AMNS.2019.1.00002
Keywords
© 2019 S. Aidara, published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
In this work, we deal with a new type of differential equations called anticipated backward doubly stochastic differential equations. We establish existence and uniqueness of solution in the case of non-Lipschitz coefficients.