In this paper,the authors establish the existence and uniqueness theorem of L^(p)(1<p≤2)solutions for multidimensional backward doubly stochastic differential equations(BDSDEs for short)under the p-order globally(...In this paper,the authors establish the existence and uniqueness theorem of L^(p)(1<p≤2)solutions for multidimensional backward doubly stochastic differential equations(BDSDEs for short)under the p-order globally(locally)weak monotonicity conditions.Comparison theorem of L^(p) solutions for one-dimensional BDSDEs is also proved.These conclusions unify and generalize some known results.展开更多
基金supported by the National Natural Science Foundation of China(No.11601509).
文摘In this paper,the authors establish the existence and uniqueness theorem of L^(p)(1<p≤2)solutions for multidimensional backward doubly stochastic differential equations(BDSDEs for short)under the p-order globally(locally)weak monotonicity conditions.Comparison theorem of L^(p) solutions for one-dimensional BDSDEs is also proved.These conclusions unify and generalize some known results.
