A stability theorem of backward stochastic differential equations and its application

DOI10.1016/S0764-4442(97)87886-XzbMath0882.60053OpenAlexW1969138739MaRDI QIDQ4345564

Ying Hu, Shige Peng

Publication date: 23 July 1997

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(97)87886-x

zbMATH Keywords

parabolic partial differential equationshomogenizationbackward stochastic differential equationsstability theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

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