Homeomorphism of solutions to backward doubly SDEs and applications

Details Homeomorphism of solutions to backward doubly SDEs and applications Homeomorphism of solutions to backward doubly SDEs and applications

2009-07-12

arxiv.org/abs/0907.2036v1

Mathematics

Probability

13 page and submitted to Statistics and Probability Letters

Scientific paper

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.

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