Homeomorphism of solutions to backward SDEs and applications

Huijie Qiao and Xicheng Zhang

Stochastic Processes and their Applications, 2007, vol. 117, issue 3, 399-408

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 (search for similar items in EconPapers)
Date: 2007
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