Homeomorphism of solutions to backward SDEs and applications

Huijie Qiao; Xicheng Zhang

doi:10.1016/j.spa.2006.09.005

Homeomorphism of solutions to backward SDEs and applications

Huijie Qiao, Xicheng Zhang^*

^*此作品的通讯作者

Huazhong University of Science and Technology

科研成果: 期刊稿件 › 文章 › 同行评审

1 引用（Scopus）

摘要

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.

源语言	英语
页（从-至）	399-408
页数	10
期刊	Stochastic Processes and their Applications
卷	117
期	3
DOI	https://doi.org/10.1016/j.spa.2006.09.005
出版状态	已出版 - 3月 2007
已对外发布	是

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10.1016/j.spa.2006.09.005

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Qiao, H., & Zhang, X. (2007). Homeomorphism of solutions to backward SDEs and applications. Stochastic Processes and their Applications, 117(3), 399-408. https://doi.org/10.1016/j.spa.2006.09.005

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title = "Homeomorphism of solutions to backward SDEs and applications",

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 = "Backward stochastic differential equation, Comparison theorem, Homeomorphism",

author = "Huijie Qiao and Xicheng Zhang",

year = "2007",

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doi = "10.1016/j.spa.2006.09.005",

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AU - Qiao, Huijie

AU - Zhang, Xicheng

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AB - 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.

KW - Backward stochastic differential equation

KW - Comparison theorem

KW - Homeomorphism

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U2 - 10.1016/j.spa.2006.09.005

DO - 10.1016/j.spa.2006.09.005

M3 - Article

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EP - 408

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 3

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Homeomorphism of solutions to backward SDEs and applications

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