%0 Journal Article
%T A Class of Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients
%A Qingfeng Zhu
%A Yufeng Shi
%J Mathematics
%D 2010
%I arXiv
%X In this work the existence of solutions of one-dimensional backward dou- bly stochastic differential equations (BDSDEs in short) where the coefficient is left-Lipschitz in y (may be discontinuous) and Lipschitz in z is studied. Also, the associated comparison theorem is obtained.
%U http://arxiv.org/abs/1005.2500v1