Zhang $L^2$-Regularity for the solutions of Backward Doubly Stochastic Differential Equations under globally Lipschitz continuous assumptions

Achref Bachouch, Anis Matoussi

We prove an $L^2$-regularity result for the solutions of Forward Backward Doubly Stochastic Differentiel Equations (FBDSDEs in short) under globally Lipschitz continuous assumption…