**abstract:**
A class of backward doubly stochastic differential equations (BDSDEs), which has a more general form of the forward Ito integrals is observed.The existence of the solution for this class of BDSDEs with continuous coefﬁcients is given, a comparison theorem for this class of BDSDE is proved and the existence of minimal and maximal solution is derived. At the end,Kneser-type theorem for a larger class of BDSDEs is obtained.It is shown that for the elements of this class of equations, there is either unique or there are uncountable solutions.

Wed 13 Sep, 19:01 - 21:00, Corridoio piano terra

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