| 多维反射倒向随机微分方程的解对参数的连续依赖性 |
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| 引用本文： | 肖华.多维反射倒向随机微分方程的解对参数的连续依赖性[J].山东大学学报(理学版),2007,42(2):68-71. |
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| 作者姓名： | 肖华 |
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| 作者单位： | 山东大学,威海分校,应用数学系,山东,威海,264209 |
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| 摘 要： | 研究了多维反射倒向随机微分方程解的先验估计，并证明了解关于参数具有连续依赖性.
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| 关 键 词： | 倒向随机微分方程 连续依赖性 障碍问题 比较定理 |
| 文章编号： | 1671-9352（2007）02-0068-04 |
| 收稿时间： | 2006-09-30 |
| 修稿时间： | 2006-09-30 |
Continuous dependence of the solution of multi-dimensional reflected backward stochastic differential equations on the parameters |
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| XIAO Hua.Continuous dependence of the solution of multi-dimensional reflected backward stochastic differential equations on the parameters[J].Journal of Shandong University,2007,42(2):68-71. |
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| Authors: | XIAO Hua |
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| Institution: | Department of Applied Math,, Shandong University At Weihai, Weihai 264209, Shandong, China |
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| Abstract: | The prior estimates of the solution of multi-dimensional reflected backward stochastic differential equations are studied.It is proved that the solution has the continuous dependence on the parameters of the equations. |
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| Keywords: | backward stochastic differential equations continuous dependence obstacle problems comparison theorem |
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