Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon
classification
🧮 math.PR
keywords
backwardcomparisondifferentialdoublyequationshorizoninfinitemulti-dimensional
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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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