Homeomorphism of solutions to backward SDEs and applications
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 equationsSimilar works
This paper was published in Elsevier - Publisher Connector .
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