
Previous Article
Stokes and NavierStokes equations with a nonhomogeneous divergence condition
 DCDSB Home
 This Issue

Next Article
A secondorder maximum principle for singular optimal stochastic controls
A Knesertype theorem for backward doubly stochastic differential equations
1.  Institute for Financial Studies and School of Mathematics, Shandong University, Jinan, Shandong 250100, China 
2.  School of Statistics and Mathematics, Shandong University of Finance, Jinan, Shandong 250014, China 
[1] 
Qi Zhang, Huaizhong Zhao. Backward doubly stochastic differential equations with polynomial growth coefficients. Discrete & Continuous Dynamical Systems  A, 2015, 35 (11) : 52855315. doi: 10.3934/dcds.2015.35.5285 
[2] 
Fuke Wu, Shigeng Hu. The LaSalletype theorem for neutral stochastic functional differential equations with infinite delay. Discrete & Continuous Dynamical Systems  A, 2012, 32 (3) : 10651094. doi: 10.3934/dcds.2012.32.1065 
[3] 
Feng Bao, Yanzhao Cao, Weidong Zhao. A first order semidiscrete algorithm for backward doubly stochastic differential equations. Discrete & Continuous Dynamical Systems  B, 2015, 20 (5) : 12971313. doi: 10.3934/dcdsb.2015.20.1297 
[4] 
Yongxin Jiang, Can Zhang, Zhaosheng Feng. A Perrontype theorem for nonautonomous differential equations with different growth rates. Discrete & Continuous Dynamical Systems  S, 2017, 10 (5) : 9951008. doi: 10.3934/dcdss.2017052 
[5] 
Min Niu, Bin Xie. Comparison theorem and correlation for stochastic heat equations driven by Lévy spacetime white noises. Discrete & Continuous Dynamical Systems  B, 2019, 24 (7) : 29893009. doi: 10.3934/dcdsb.2018296 
[6] 
Jasmina Djordjević, Svetlana Janković. Reflected backward stochastic differential equations with perturbations. Discrete & Continuous Dynamical Systems  A, 2018, 38 (4) : 18331848. doi: 10.3934/dcds.2018075 
[7] 
Jan A. Van Casteren. On backward stochastic differential equations in infinite dimensions. Discrete & Continuous Dynamical Systems  S, 2013, 6 (3) : 803824. doi: 10.3934/dcdss.2013.6.803 
[8] 
Dariusz Borkowski. Forward and backward filtering based on backward stochastic differential equations. Inverse Problems & Imaging, 2016, 10 (2) : 305325. doi: 10.3934/ipi.2016002 
[9] 
Zhenjie Li, Ze Cheng, Dongsheng Li. The Liouville type theorem and local regularity results for nonlinear differential and integral systems. Communications on Pure & Applied Analysis, 2015, 14 (2) : 565576. doi: 10.3934/cpaa.2015.14.565 
[10] 
Ying Hu, Shanjian Tang. Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations. Discrete & Continuous Dynamical Systems  A, 2015, 35 (11) : 54475465. doi: 10.3934/dcds.2015.35.5447 
[11] 
Xin Chen, Ana Bela Cruzeiro. Stochastic geodesics and forwardbackward stochastic differential equations on Lie groups. Conference Publications, 2013, 2013 (special) : 115121. doi: 10.3934/proc.2013.2013.115 
[12] 
Ovide Arino, Eva Sánchez. A saddle point theorem for functional statedependent delay differential equations. Discrete & Continuous Dynamical Systems  A, 2005, 12 (4) : 687722. doi: 10.3934/dcds.2005.12.687 
[13] 
Roman Srzednicki. A theorem on chaotic dynamics and its application to differential delay equations. Conference Publications, 2001, 2001 (Special) : 362365. doi: 10.3934/proc.2001.2001.362 
[14] 
Yanmin Niu, Xiong Li. An application of Moser's twist theorem to superlinear impulsive differential equations. Discrete & Continuous Dynamical Systems  A, 2019, 39 (1) : 431445. doi: 10.3934/dcds.2019017 
[15] 
Yanqing Wang. A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations. Mathematical Control & Related Fields, 2016, 6 (3) : 489515. doi: 10.3934/mcrf.2016013 
[16] 
Weidong Zhao, Jinlei Wang, Shige Peng. Error estimates of the $\theta$scheme for backward stochastic differential equations. Discrete & Continuous Dynamical Systems  B, 2009, 12 (4) : 905924. doi: 10.3934/dcdsb.2009.12.905 
[17] 
Weidong Zhao, Yang Li, Guannan Zhang. A generalized $\theta$scheme for solving backward stochastic differential equations. Discrete & Continuous Dynamical Systems  B, 2012, 17 (5) : 15851603. doi: 10.3934/dcdsb.2012.17.1585 
[18] 
Dezhong Chen, Li Ma. A Liouville type Theorem for an integral system. Communications on Pure & Applied Analysis, 2006, 5 (4) : 855859. doi: 10.3934/cpaa.2006.5.855 
[19] 
Tôn Việt Tạ. Nonautonomous stochastic evolution equations in Banach spaces of martingale type 2: Strict solutions and maximal regularity. Discrete & Continuous Dynamical Systems  A, 2017, 37 (8) : 45074542. doi: 10.3934/dcds.2017193 
[20] 
Minoo Kamrani. Numerical solution of partial differential equations with stochastic Neumann boundary conditions. Discrete & Continuous Dynamical Systems  B, 2017, 22 (11) : 118. doi: 10.3934/dcdsb.2019061 
2018 Impact Factor: 1.008
Tools
Metrics
Other articles
by authors
[Back to Top]