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Homeomorphism of solutions to backward SDEs and applications

By Huijie Qiao and Xicheng Zhang

Abstract

AbstractIn 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

Publisher: Elsevier Ltd.
Year: 2007
DOI identifier: 10.1016/j.spa.2006.09.005
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