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Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon

Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon

来源:Arxiv_logoArxiv
英文摘要

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.

Liangquan Zhang、Yufeng Shi

数学

Liangquan Zhang,Yufeng Shi.Comparison Theorem of Multi-dimensional Backward Doubly Stochastic Differential Equations on Infinite Horizon[EB/OL].(2010-05-22)[2025-08-18].https://arxiv.org/abs/1005.4131.点此复制

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