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

被引：0

作者：

Hu Lanying Ren Yong Deptof MathAnhui Normal UniversityWuhu Anhui ^{[241000
]}

机构：

来源：

Annals of Differential Equations | 2007年 / 04期

关键词：

continuous dependence; reflected backward stochastic differential equations;

D O I：

暂无

中图分类号：

O175 [微分方程、积分方程];

学科分类号：

070104 ;

摘要：

<正>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.

引用

页码：416 / 421

页数：6