学术
国际标准刊号：ISSN 1671-9352
国内统一刊号：CN 37-1130
摘 要:
研究了多维反射倒向随机微分方程解的先验估计，并证明了解关于参数具有连续依赖性．[著者文摘]
文章出处:
《山东大学学报：理学版》-2007年42卷2期 -68-71页
Journal of Shandong University
分 类 号:
文献标识码:
A
文章编号:
1671-9352（2007）02-0068-04
[参考文献]
Continuous dependence of the solution of multi-dimensional reflected backward stochastic differential equations on the parameters
XIAO Hua （Department of Applied Math,, Shandong University At Weihai, Weihai 264209, Shandong, China）
Abstract:
The prior estimates of the solution of multi-dimensional reflected backward stochastic differential equations are studied It is proved that the solution has the continuous dependence on the parameters of the equations.[著者文摘]
Key words:
backward stochastic differential equations; continuous dependence ; obstacle problems; comparison theorem
收稿日期: 2006-09-30
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