In this paper, we study the well-posedness of backward doubly stochastic differential equations (BDSDEs), both with and without reflection, under weak conditions. First, when the generator is of general growth in and linear growth in , we establish the existence, uniqueness, comparison principle, and the existence of maximal solutions for BDSDEs, with or without reflection. Second, under the assumption that is of linear growth in and quadratic growth in , and that the terminal value is bounded, we prove the existence, uniqueness, and comparison principle for reflected and non-reflected BDSDEs. Finally, when the generator is of general growth in and quadratic growth in , again with a bounded terminal value, we prove the existence of maximal solutions for BDSDEs in both the reflected and non-reflected situations.

生成讲解博客的中文版本

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