JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2015, Vol. 50 ›› Issue (06): 39-44.doi: 10.6040/j.issn.1671-9352.0.2014.200

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A stability theorem for solutions of a class of backward stochastic differential equations

FANG Rui1, MA Jiao-jiao1, FAN Sheng-jun1,2   

  1. 1. College of Sciences, China University of Mining and Technology, Xuzhou 221116, Jiangsu, China;
    2. School of Mathematics, Fudan University, Shanghai 200433, China
  • Received:2014-05-06 Revised:2015-05-19 Online:2015-06-20 Published:2015-07-31

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Abstract: By establishing an inequality between conditional mathematic expectations of random variables under two different but equivalent probability measures, we prove a stability theorem for solutions of backward stochastic differential equations whose generator g is monotonic in y and uniformly continuous in z,which generalizes some known results.

Key words: backward stochastic differential equation, uniform continuity, stability theorem, monotonicity condition

CLC Number: 

  • O211.63
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