Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon

Details Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon

2010-05-22

arxiv.org/abs/1005.4131v1

Mathematics

Probability

Scientific paper

Under quasi-monotone assumptions for coefficients, we show one kind of
comparison theorem for multi-dimensional\textbf{\}backward doubly stochastic
differential equations on infinite horizon. An example is given as well.

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