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arxiv: 0907.2036 · v1 · submitted 2009-07-12 · 🧮 math.PR

Homeomorphism of solutions to backward doubly SDEs and applications

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keywords solutionsbackwarddifferentialdoublyequationsstochasticapplicationsapply
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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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