• Title of article

    Homeomorphism of solutions to backward SDEs and applications

  • Author/Authors

    Qiao، نويسنده , , Huijie and Zhang، نويسنده , , Xicheng، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    10
  • From page
    399
  • To page
    408
  • Abstract
    In this paper we study the homeomorphic properties of the solutions to one dimensional backward 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 partial differential equations.
  • Keywords
    Homeomorphism , Backward stochastic differential equation , Comparison theorem
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2007
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1577868

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1577868