Forward -Backward System for Delay Doubly Stochastic Differential Equations
DOI:
https://doi.org/10.31642/JoKMC/2018/120201Keywords:
Ito’s integral, Forward Doubly stochastic differential equations, Backward Doubly stochastic differential equations, Delay of the random variable, Maximal solution.Abstract
The research aims to study a general category of forward-backward double delay differential equations system , with a focus on solutions and their characteristics. The existence and uniqueness of solution to the front and rear equation of the system is proven according to the conditions of Lipchitz, which confirms the existence of a maximum solution under the conditions of unilateral continuity
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Copyright (c) 2025 Ghufran Abdul Amir, Falah H. Sarhan
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