Comparison Theorems for the Multi-Dimensional Backward Doubly Stochastic Differential Equations

Bao Yan Han

doi:10.4028/www.scientific.net/AMM.166-169.3210

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 166-169Comparison Theorems for the Multi-Dimensional...

Comparison Theorems for the Multi-Dimensional Backward Doubly Stochastic Differential Equations

Abstract:

A class of backward doubly stochastic differential equations are studied. We obtain a comparison theorem of these multi-dimensional backward doubly stochastic differential equations.

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Applied Mechanics and Materials (Volumes 166-169)

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3210-3213

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https://doi.org/10.4028/www.scientific.net/AMM.166-169.3210

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May 2012

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Bao Yan Han

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