A NOTE ON HOMEOMORPHISM FOR BACKWARD DOUBLY SDEs AND APPLICATIONS

作者：Aman A^*; N'Zi M; Owo J M

来源：Stochastics and Dynamics, 2010, 10(4): 549-560.

DOI：10.1142/S021949371000308X

• Backward doubly stochastic differential equations
• strict comparison theorem
• homeomorphism

In this note, we study the class of backward doubly stochastic differential equations (BDSDEs). In our framework, the terminal values depend on a real parameter. Under suitable assumptions and by the help of strict comparison theorem, we show homeomorphism property for the solution. This result is used to study homeomorphism property for quasi-linear stochastic partial differential equations.

• 出版日期2010-12