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 :
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