倒向双随机SDE解的同胚性及其应用
概率论
2009-07-14 v1
摘要
本文在适当假设下研究了终端值依赖于实参数的一维倒向双随机微分方程解的同胚性质。然后，我们将这些性质应用于一类二阶拟线性抛物型随机偏微分方程的解。
引用
@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}
}
备注
13 page and submitted to Statistics and Probability Letters