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^*

^*Corresponding author for this work

Huazhong University of Science and Technology

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

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.

Original language	English
Pages (from-to)	399-408
Number of pages	10
Journal	Stochastic Processes and their Applications
Volume	117
Issue number	3
DOIs	https://doi.org/10.1016/j.spa.2006.09.005
Publication status	Published - Mar 2007
Externally published	Yes

Keywords

Backward stochastic differential equation
Comparison theorem
Homeomorphism

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10.1016/j.spa.2006.09.005

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@article{93c48bf213464b84a0580b5d72e3f880,

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",

month = mar,

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

language = "English",

volume = "117",

pages = "399--408",

journal = "Stochastic Processes and their Applications",

issn = "0304-4149",

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T1 - Homeomorphism of solutions to backward SDEs and applications

AU - Qiao, Huijie

AU - Zhang, Xicheng

PY - 2007/3

Y1 - 2007/3

N2 - 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.

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

UR - http://www.scopus.com/inward/record.url?scp=33846399980&partnerID=8YFLogxK

U2 - 10.1016/j.spa.2006.09.005

DO - 10.1016/j.spa.2006.09.005

M3 - Article

AN - SCOPUS:33846399980

SN - 0304-4149

VL - 117

SP - 399

EP - 408

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 3

ER -

Homeomorphism of solutions to backward SDEs and applications

Abstract

Keywords

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