倒向随机微分超前方程适应解的稳定性  

Stability of Adaptive Solutions for Backward Stochastic Differential Equations

作　　者：周会会[1] ZHOU Hui-hui(College of Science/Guangdong Ocean University, Zhanjiang 524088, China)

机构地区：[1]广东海洋大学理学院,广东湛江524088

出　　处：《山东农业大学学报（自然科学版）》2017年第3期456-458,共3页Journal of Shandong Agricultural University：Natural Science Edition

基　　金：广东省高校创新强校工程(2014KQNCX080)

摘　　要：本文研究了倒向随机微分超前方程(超前BSDE)适应解的稳定性问题,从理论上证明了在Lipschitz条件下超前BSDE的适应解具有稳定性。This paper focuses on the stability of adaptive solutions for backward stochastic differential anticipated equations(advanced BSDE).It is proved theoretically that the adaptive solutions of anticipated BSDE are stable under Lipschitz conditions.

关 键 词：倒向随机微分超前方程 适应解 稳定性 

分 类 号：O211.6[理学—概率论与数理统计]