Perturbed backward stochastic differential equations

DOI10.1016/J.MCM.2011.11.018MaRDI QIDQ1933858zbMATH OpenOpenAlexFDO

Authors Svetlana Janković, Miljana Jovanović, Jasmina Djordjević

Publication date 27 January 2013

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mcm.2011.11.018

zbMATH Keywords

\(L^{p}\)-closeness\(L^{p}\)-stabilitybackward stochastic differential equationsperturbations

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80)

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Cited in

(6)

• Reflected backward stochastic differential equations with perturbations
• Backward stochastic Volterra integral equations with additive perturbations
• Global controllability for quasilinear nonnegative definite system of ODEs and SDEs
• Perturbed uncertain differential equations and perturbed reflected canonical process
• Some analytic approximations for backward stochastic differential equations
• On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems.

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