A stability theorem of backward stochastic differential equations and its application
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Publication:4345564
DOI10.1016/S0764-4442(97)87886-XzbMath0882.60053OpenAlexW1969138739MaRDI QIDQ4345564
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
parabolic partial differential equationshomogenizationbackward stochastic differential equationsstability theorem
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)
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