Continuous dependence of the solution of multi-dimensional reflected backward stochastic differential equations on parameters

MaRDI QIDQ5452993zbMATHFDO

Authors Hua Xiao

Publication date 4 April 2008

zbMATH Keywords

backward stochastic differential equationscomparison theoremcontinuous dependenceobstacle problems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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• scientific article; zbMATH DE number 1159687

Cited in

(1)

• Continuous dependence on the terminal condition of solutions to nonlinear reflected backward stochastic differential equations

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