Homeomorphism of solutions to backward SDEs and applications

DOI10.1016/j.spa.2006.09.005zbMath1110.60061MaRDI QIDQ869104

Huijie Qiao, Xicheng Zhang

Publication date: 26 February 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.09.005

zbMATH Keywords

comparison theorem; backward stochastic differential equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

35K55: Nonlinear parabolic equations

60H30: Applications of stochastic analysis (to PDEs, etc.)

35K15: Initial value problems for second-order parabolic equations

Related Items

A NOTE ON HOMEOMORPHISM FOR BACKWARD DOUBLY SDEs AND APPLICATIONS

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