Reflected backward stochastic differential equations with perturbations

DOI10.3934/dcds.2018075zbMath1431.60046OpenAlexW2783888582MaRDI QIDQ1661037

Svetlana Janković, Jasmina Djordjević

Publication date: 16 August 2018

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcds.2018075

zbMATH Keywords

perturbationsreflected backward stochastic differential equations\(L^p\)-stability\(L^p\)-closeness

Mathematics Subject Classification ID

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

Related Items

Stochastic differential equations with perturbations driven by \(G\)-Brownian motion ⋮ Global controllability for quasilinear nonnegative definite system of ODEs and SDEs ⋮ Some analytic approximations for backward stochastic differential equations

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