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arxiv: 0909.3614 · v2 · pith:6YSMMI23new · submitted 2009-09-20 · 🧮 math.PR

Backward Doubly Stochastic Integral Equations of the Volterra Type

classification 🧮 math.PR
keywords backwarddoublyequationsintegralstochastictypevolterraassumptions
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In this paper, we study backward doubly stochastic integral equations of the Volterra type (BDSIEVs in short). Under uniform Lipschitz assumptions, we establish an existence and uniqueness result.

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