M. A. Saouli

Backward Doubly SDEs with weak Monotonicity and General Growth Generators

B. Mansouri & M. A. Saouli · Asian Journal of Probability and Statistics · 2020

We deal with backward doubly stochastic differential equations (BDSDEs) with a weak monotonicity and general growth generators and a square integrable terminal datum. We show the existence and uniqueness of solutions. As application, we establish the existenceand uniqueness of So...