A stability theorem of backward stochastic differential equations and its application
1997
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.
Keywords:
- Stochastic partial differential equation
- Examples of differential equations
- Mathematical analysis
- Mathematical optimization
- Backward differentiation formula
- Sturm separation theorem
- Mathematics
- Picard–Lindelöf theorem
- Numerical partial differential equations
- Sturm–Picone comparison theorem
- Lax equivalence theorem
- C0-semigroup
- Gronwall's inequality
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