GENERALIZED ANTICIPATED BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONSWITH NON-LIPSCHITZ CONDITION
In this work, we study the anticipated generalized backward doubly stochastic differential equations (AGBDSDEs) whose coefficients satisfy a non-Lipschitz condition. An existence and uniqueness theorem is formulated and proved for this equation. A comparison theorem for this type of AGBDSDEs is also presented.
Authors
- Djibril Ndiaye
- Sadibou Aïdara (ORCID: https://orcid.org/0000-0001-9849-6531)
- L. Sylla
- Yaya Sagna
- Cheikh Gueye
Publication Details
- Journal
- Far East Journal of Mathematical Sciences (FJMS)
- Published
- 2025-08-22
- DOI
- https://doi.org/10.17654/0972087125032
- Primary Topic
- Differential Equations and Numerical Methods
- Type
- article
- Field-Weighted Citation Impact
- 0.00