Title of article :
Stability of backward stochastic differential equations
Author/Authors :
Antonelli، نويسنده , , Fabio، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Abstract :
This paper studies the stability of the solution of backward stochastic differential equations. The stability of the solution is here intended as robustness under small perturbations of the coefficients and of the boundary values. The work is suggested by the interest the results might have in finance theory.
Keywords :
Backward stochastic differential equations , stability , Stochastic differential utility
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications