journal6 ›› 2010, Vol. 31 ›› Issue (1): 19-21.

• Mathematics • Previous Articles     Next Articles

Continuous Properties of BSDE with Stochastic Lipschitz Condition


  1. (1.School of Finance,Shandong Light Industry School,Ji’nan 250100,China;2.School of Mathematics,Shandong University,Ji’nan 250100,China)
  • Online:2010-01-25 Published:2012-04-19

Abstract: This paper investigates the continuous properties of solutions of backwards stochastic differential equation with stochastic Lipschitz condition.By aprior estimate of solutions,the continuous properties of BSDE are obtained according to terminal data and generator.

Key words: stochastic Lipschitz condition, backward stochastic differential equation, continuous properties

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