Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 52nd ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Oct. 2020, OSAKA)
Survey for Double Barrier Backward Doubly Stochastic Differential Equations
Tadashi Hayashi
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2021 Volume 2021 Pages 34-37

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Abstract

In this paper, we tackle the problem of the existence and uniqueness of the solution to double barrier backward doubly stochastic differential equations, by means of the penalization method.

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© 2021 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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