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Homeomorphism of solutions to backward SDEs and applications

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.
Year of publication:
2007
Authors: Qiao, Huijie ; Zhang, Xicheng
Published in:
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 117.2007, 3, p. 399-408
Publisher: Elsevier
Keywords: Homeomorphism Backward stochastic differential equation Comparison theorem
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008873194
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