Perturbed backward stochastic differential equations
type: Item
instance of: scholarly article
title: Perturbed backward stochastic differential equations
zbMATH Open document ID: 1255.60097
author: Svetlana Janković
author: Miljana Jovanović
author: Jasmina Djordjević
published in: Mathematical and Computer Modelling
publication date: 2013-01-27T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 34F05
zbMATH DE Number: 6131000
zbMATH Keywords: backward stochastic differential equations
zbMATH Keywords: perturbations
zbMATH Keywords: \(L^{p}\)-stability
zbMATH Keywords: \(L^{p}\)-closeness
MaRDI profile type: Publication
full work available at URL: j.mcm.2011.11.018
OpenAlex ID: W1986661840
cites work: Adapted solution of a backward stochastic differential equation
cites work: Q4029028
cites work: Q4263364
cites work: Q4356589
cites work: Backward Stochastic Differential Equations in Finance
cites work: BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
cites work: Reflected BSDEs and mixed game problem
cites work: Q4344073
cites work: Q3672830
cites work: On Stochastic Processes Defined by Differential Equations with a Small Parameter
cites work: Regularly perturbed stochastic differential systems with an internal random noise
cites work: Quantitative results for perturbed stochastic differential equations
cites work: Perturbed stochastic hereditary differential equations with integral contractors
cites work: GENERALIZED STOCHASTIC PERTURBATION-DEPENDING DIFFERENTIAL EQUATIONS
cites work: On perturbed nonlinear Itô type stochastic integrodifferential equations
cites work: Functionally perturbed stochastic differential equations
cites work: Neutral stochastic functional differential equations with additive perturbations
cites work: Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
cites work: Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
cites work: A stability theorem of backward stochastic differential equations and its application
cites work: Q4003924
cites work: Numerical method for backward stochastic differential equations
DOI: 10.1016/J.MCM.2011.11.018
Recommended article: Q4344073
Recommended article: Reflected backward stochastic differential equations with perturbations
Recommended article: On backward stochastic differential equations
Recommended article: Backward stochastic differential equations and integral-partial differential equations
Recommended article: Q4866103
Recommended article: Backward-forward stochastic differential equations
Recommended article: Q4840702
Recommended article: Q4810759
Recommended article: Q4439382
description: scientific article; zbMATH DE number 6131000