A stability theorem of backward stochastic differential equations and its application |
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| Affiliation: | 1. Laboratoire de Mathématiques Appliquées, Université Blaise Pascal, Clermont-Ferrand II, 63177 Aubière CEDEX, France;2. Mathematics Department, Shandong University, 250100 Jinan. Shandong, China;1. Faculty of Cybernetics, National T. Shevchenko University of Kyiv, 01601 Kyiv, Ukraine;2. Fachbereich Mathematik, Technische Universität Darmstadt, 64289 Darmstadt, Germany;1. Department of Financial Mathematics, Johannes Kepler University Linz, Altenbergerstr. 69, A-4040 Linz, Austria;2. Johann Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences, Altenbergerstr. 69, A-4040 Linz, Austria;3. Department of Mathematics, University of Salzburg, Hellbrunnerstr. 34, A-5020 Salzburg, Austria;1. School of Mathematics, Sichuan University, Chengdu, China;2. School of Mathematics, Shandong University, Jinan, China;3. School of Mathematics and Statistics, Southwest University, Chongqing, China |
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| Abstract: | In this Note, we establish a stability theorem for backward stochastic differential equations, and we apply this theorem to study the homogenization of systems of semilinear parabolic partial differential equations. |
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