Journal of applied mathematics & informatics
- Volume 24 Issue 1_2
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- Pages.427-435
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- 2007
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- 2734-1194(pISSN)
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- 2234-8417(eISSN)
CONTINUOUS DEPENDENCE PROPERTIES ON SOLUTIONS OF BACKWARD STOCHASTIC DIFFERENTIAL EQUATION
- Fan, Sheng-Jun (College of Sciences, Chin University of Mining & Technology) ;
- Wu, Zhu-Wu ;
- Zhu, Kai-Yong
- Published : 2007.05.31
Abstract
The existence theorem and continuous dependence property in
Keywords
- Backward stochastic differential equation;
- continuous property;
- non-Lipschitz condition;
- Bihari inequality