322 citations
- Centre National de la Recherche ScientifiqueFR12 papers
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Showing 2010 · math.PRShow all
3 papers · 2 filters
math.PR2010
The Tychonoff uniqueness theorem for the G-heat equation
Qian Lin
In this paper, we obtain the Tychonoff uniqueness theorem for the G-heat equation.
math.PR2010
Semilinear Backward Doubly Stochastic Differential Equations and SPDEs Driven by Fractional Brownian Motion with Hurst Parameter in (0,1/2)
Shuai Jing, Jorge León
We study the existence of a unique solution to semilinear fractional backward doubly stochastic differential equation driven by a Brownian motion and a fractional Brownian motion w…
math.PR2010★ 10 cited
Backward doubly stochastic differential equations with weak assumptions on the coefficients
Qian Lin
In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs) where the coefficient is left Lipschitz in y (may be discontinuous) and unifo…