Homeomorphism of solutions to backward doubly SDEs and applications
Probability
2009-07-14 v1
Abstract
In this paper we study the homeomorphic properties of the solutions to one dimensional backward doubly stochastic differential equations under suitable assumptions, where the terminal values depend on a real parameter. Then, we apply them to the solutions for a class of second order quasilinear parabolic stochastic partial differential equations.
Keywords
Cite
@article{arxiv.0907.2036,
title = {Homeomorphism of solutions to backward doubly SDEs and applications},
author = {Auguste Aman},
journal= {arXiv preprint arXiv:0907.2036},
year = {2009}
}
Comments
13 page and submitted to Statistics and Probability Letters