Open Access
On the stability theorem of $L^{p}$ solutions for multidimensional BSDEs with uniform continuity generators in $z$
Author(s) -
MA Jiao-jiao,
Shengjun Fan,
Rui Fang
Publication year - 2016
Publication title -
brazilian journal of probability and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.441
H-Index - 18
eISSN - 2317-6199
pISSN - 0103-0752
DOI - 10.1214/15-bjps282
Subject(s) - mathematics , uniqueness , generator (circuit theory) , stochastic differential equation , comparison theorem , stability (learning theory) , pure mathematics , uniform limit theorem , uniform continuity , stability theorem , mathematical analysis , power (physics) , metric space , physics , quantum mechanics , machine learning , cauchy distribution , computer science