Stochastic stability and instability of backward stochastic differential equation of Itô type (Q3374654)
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scientific article; zbMATH DE number 5010958
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| English | Stochastic stability and instability of backward stochastic differential equation of Itô type |
scientific article; zbMATH DE number 5010958 |
Statements
9 March 2006
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\(p\)th moment exponential stochastic stability
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almost sure exponential stochastic stability
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\(q\)th moment stochastic instability
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0.7954879999160767
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0.7648282051086426
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