| CONTINUOUS DEPENDENCE ON THE TERMINAL CONDITION OF SOLUTIONS TO NONLINEAR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS |
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| 作者姓名： | Hu Lanying Ren Yong |
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| 作者单位： | Dept.of Math.，Anhui Normal University，Wuhu 241000，Anhui |
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| 基金项目： | the Key Science and Technology Project of Ministry of Education (207047)，The Research Project for Younger Teacher of Anhui Normal University (no.2006xqn49)，The Special Project Grants of Anhui Normal University (2006xzx08)，The Project Grants for Ph.D of Anhui Normal University，The Teaching Research Project of Anhui Normal University |
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| 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.
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| 关 键 词： | 随机微分问题 端子 非线性反射 数学 |
CONTINUOUS DEPENDENCE ON THE TERMINAL CONDITION OF SOLUTIONS TO NONLINEAR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS |
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| Hu Lanying Ren Yong.CONTINUOUS DEPENDENCE ON THE TERMINAL CONDITION OF SOLUTIONS TO NONLINEAR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS[J].微分方程年刊(英文版),2007,23(4):416-421. |
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| Authors: | Hu Lanying Ren Yong |
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| Institution: | Dept. of Math., Anhui Normal University, Wuhu 241000, Anhui |
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| Abstract: | 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. |
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| Keywords: | continuous dependence reflected backward stochastic differential equations |
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