Homeomorphism of solutions to backward doubly SDEs and applications

Auguste Aman (1)

1 LMAI - Laboratoire de Mathématiques Appliquées et Informatique

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.

Mots clés: Backward stochastic doubly differential equation; comparison theorem; homeomorphism; homeomorphism.

Domaines: Probabilités [math.PR]

Auguste Aman. Homeomorphism of solutions to backward doubly SDEs and applications. 2009. ⟨hal-00403668⟩