# Backward SDE StochasticDiffEq

**URL:** https://discourse.julialang.org/t/backward-sde-stochasticdiffeq/100952
**Category:** General Usage
**Tags:** diffeq
**Created:** [June 28, 2023, 10:09pm UTC](https://discourse.julialang.org/t/backward-sde-stochasticdiffeq/100952 "2023-06-28T22:09:34Z")
**Posts on this page:** 3
**Page:** 1

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### Author: ![mleprovost](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/mleprovost/32/7166_2.png) [@mleprovost](https://discourse.julialang.org/u/mleprovost)
#### Post date: [June 28, 2023, 10:09pm UTC](https://discourse.julialang.org/t/backward-sde-stochasticdiffeq/100952/1 "2023-06-28T22:09:34Z")

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Hello,

I am interested in solving backward SDEs as in these papers ([https://arxiv.org/pdf/2011.13456.pdf](https://arxiv.org/pdf/2011.13456.pdf), [https://papers.nips.cc/paper/2021/file/0a9fdbb17feb6ccb7ec405cfb85222c4-Paper.pdf](https://papers.nips.cc/paper/2021/file/0a9fdbb17feb6ccb7ec405cfb85222c4-Paper.pdf)). They talk about standard Wiener process in the reverse-time direction. Is it sufficient to flip the integration time span in StochasticDiffEq?

```julia
using StochasticDiffEq

f(u,p,t) = -0.5*u
g(u,p,t) = 1.0

tf = 10.0
tspan = (0.0, tf)
prob = SDEProblem(f, g, zeros(Nx), tspan)
reverse_prob = SDEProblem(f, g, zeros(Nx), reverse(tspan))

```

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<div class="post-metadata">

### Author: ![ChrisRackauckas](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/chrisrackauckas/32/77_2.png) [@ChrisRackauckas](https://discourse.julialang.org/u/ChrisRackauckas)
#### Post date: [June 29, 2023, 4:37am UTC](https://discourse.julialang.org/t/backward-sde-stochasticdiffeq/100952/2 "2023-06-29T04:37:16Z")

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Yes.

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<div class="post-metadata">

### Author: ![mleprovost](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/mleprovost/32/7166_2.png) [@mleprovost](https://discourse.julialang.org/u/mleprovost)
#### Post date: [June 29, 2023, 11:18am UTC](https://discourse.julialang.org/t/backward-sde-stochasticdiffeq/100952/3 "2023-06-29T11:18:01Z")

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Thank you Chris.
