The uniqueness of solutions of perturbed backward stochastic differential equations

被引：5

作者：

Constantin, G ^{[1
]}

机构：

[1] W Univ Timisoara, Dept Math Appl, Timisoara 300223, Romania

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2004年 / 300卷 / 01期

关键词：

backward stochastic differential equation; pathwise uniqueness;

D O I：

10.1016/j.jmaa.2004.04.001

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We prove a result on the preservation of the pathwise uniqueness property for the adapted solution to backward stochastic differential equation under perturbations. (C) 2004 Elsevier Inc. All rights reserved.

引用

页码：12 / 16

页数：5

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