In this paper,we prove an existence and uniqueness theorem for backward doubly stochastic differential equations under a new kind of stochastic non-Lipschitz condition which involves stochastic and timedependent condi...In this paper,we prove an existence and uniqueness theorem for backward doubly stochastic differential equations under a new kind of stochastic non-Lipschitz condition which involves stochastic and timedependent condition.As an application,we use the result to obtain the existence of stochastic viscosity solution for some nonlinear stochastic partial differential equations under stochastic non-Lipschitz conditions.展开更多
基金supported by Beijing Natural Science Foundation(No.1222004)Yuyou Project of North University of Technology(No.207051360020XN140/007)Scientific Research Foundation of North University of Technology(No.110051360002)。
文摘In this paper,we prove an existence and uniqueness theorem for backward doubly stochastic differential equations under a new kind of stochastic non-Lipschitz condition which involves stochastic and timedependent condition.As an application,we use the result to obtain the existence of stochastic viscosity solution for some nonlinear stochastic partial differential equations under stochastic non-Lipschitz conditions.
