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

Abstract

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.

References in corpus (3)

• Stationary Solutions of SPDEs and Infinite Horizon BDSDEs
• Reflected Backward Stochastic Differential Equations Driven by Lévy Process
• Numerical Computations for Backward Doubly SDEs and SPDEs