Perturbed backward stochastic differential equations

DOI10.1016/j.mcm.2011.11.018zbMath1255.60097OpenAlexW1986661840MaRDI QIDQ1933858

Jasmina Djordjević, Miljana Jovanović, Svetlana Janković

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

perturbationsbackward stochastic differential equations\(L^{p}\)-closeness\(L^{p}\)-stability

Mathematics Subject Classification ID

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

Related Items (4)

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 ⋮ Some analytic approximations for backward stochastic differential equations

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