Article ID Journal Published Year Pages File Type
1157045 Stochastic Processes and their Applications 2007 10 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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