A NOTE ON HOMEOMORPHISM FOR BACKWARD DOUBLY SDEs AND APPLICATIONS

DOI10.1142/S021949371000308XzbMath1205.60108OpenAlexW1997783400MaRDI QIDQ3069753

Modeste N'zi, Auguste Aman, Jean-Marc Owo

Publication date: 19 January 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s021949371000308x

zbMATH Keywords

homeomorphismbackward doubly stochastic differential equationsstrict comparison theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

A numerical scheme for backward doubly stochastic differential equations

Cites Work

• Homeomorphism of solutions to backward SDEs and applications
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II.
• Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
• On the strong comparison theorems for solutions of stochastic differential equations
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications

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