Perturbed backward stochastic differential equations

DOI10.1016/j.mcm.2011.11.018zbMath1255.60097MaRDI QIDQ1933858

Miljana Jovanović, Svetlana Janković, 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

perturbations; backward stochastic differential equations; \(L^{p}\)-closeness; \(L^{p}\)-stability

Mathematics Subject Classification ID

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

91G80: Financial applications of other theories

34F05: Ordinary differential equations and systems with randomness