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GENERALIZED ANTICIPATED BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONSWITH NON-LIPSCHITZ CONDITION
Keywords:
anticipated generalized backward doubly stochastic differential equations, existence and uniqueness, comparison theorem, non-Lipschitz conditions, Itô’s representation formulaDOI:
https://doi.org/10.17654/0972087125032Abstract
In this work, we study the anticipated generalized backward doubly stochastic differential equations (AGBDSDEs) whose coefficients satisfy a non-Lipschitz condition. An existence and uniqueness theorem is formulated and proved for this equation. A comparison theorem for this type of AGBDSDEs is also presented.
Received: June 25, 2025
Revised: July 5, 2025
Accepted: July 23, 2025
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