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: http://num-meth.srcc.msu.ru/english/zhurnal/tom_2003/v4r133.html
Дата изменения: Tue Nov 18 16:49:05 2003 Дата индексирования: Mon Oct 1 22:37:18 2012 Кодировка: |
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"On stability of the solution to a backward stochastic differential equation"
A.V. Zakharov |
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A theorem on stability of the solution to a backward stochastic differential equation is formulated and proved. This theorem is used to justify the convergence of an approximate method for solving such equations. The work was supported by the A.M. Lyapunov French-Russian Institute for Applied Mathematics and Informatics (grant 02-01).
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| A.V. Zakharov e-mail: azakharov@mail.ru |