Comparison Theorems for the Multidimensional BDSDEs and Applications

[摘要] A class of backward doubly stochastic differential equations (BDSDEs) are studied. Weobtain a comparison theorem of these multidimensional BDSDEs. As its applications, wederive the existence of solutions for this multidimensional BDSDEs with continuous coefficients. We can also prove that this solution is the minimal solution of the BDSDE.

[学科分类] 应用数学