Continuous dependence properties on solutions of backward stochastic differential equation

DOI10.1007/BF02832331zbMath1128.60045WikidataQ115391522 ScholiaQ115391522MaRDI QIDQ2454998

Kaiyong Zhu, Sheng-Jun Fan, Zhu-Wu Wu

Publication date: 22 October 2007

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

zbMATH Keywords

backward stochastic differential equationcontinuous parameter dependence

Mathematics Subject Classification ID

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

Related Items (2)

Monotonic limit properties for solutions of BSDEs with continuous coefficients ⋮ Continuous dependence property of BSDE with constraints

Cites Work

• Adapted solution of a backward stochastic differential equation
• On Jensen's inequality for \(g\)-expectation
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
• Unnamed Item

This page was built for publication: Continuous dependence properties on solutions of backward stochastic differential equation