CONTINUOUS DEPENDENCE ON THE TERMINAL CONDITION OF SOLUTIONS TO NONLINEAR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS

摘要：

In this paper, we derive the continuous dependence on the terminal condition of solutions to nonlinear reflected backward stochastic differential equations involving the subdifferential operator of a lower semi-continuous, proper and convex function under non-Lipschitz condition by means of the corollary of Bihari inequality.

关键词： continuous dependence reflected backward stochastic differential equations

作者: Hu Lanying Ren Yong

作者单位: Dept. of Math., Anhui Normal University, Wuhu 241000, Anhui

会议类型: 国际会议

会议名称: 第六次全国微分方程定性理论会议

会议地点: 广州

会议语种:英文

页码: 416-421

在线出版日期: 2007-12-09（万方平台首次上网日期，不代表论文的发表时间）