Homeomorphism of solutions to backward SDEs and applications |
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| Authors: | Huijie Qiao Xicheng Zhang |
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| Institution: | Department of Mathematics, Huazhong University of Science and Technology, Wuhan, Hubei 430074, PR China |
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| 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. |
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| Keywords: | 60H10 60H30 35K15 35K55 |
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