کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1707747 | 1519468 | 2015 | 6 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Continuous dependence property of BSDE with constraints
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موضوعات مرتبط
مهندسی و علوم پایه
سایر رشته های مهندسی
مکانیک محاسباتی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
In this paper, we study continuous properties of adapted solutions for backward stochastic differential equations with constraints (CBSDEs in short). Comparing with many existing literatures about this topic, our case is very general in the sense that constraints are formulated by general non-negative real functions. In general case, we proved a continuous property from below and a lower semi-continuous property of the minimal super-solution of CBSDE in its effective domain. Furthermore, in the special convex case, we obtained a continuous property with the help of convex analysis.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics Letters - Volume 45, July 2015, Pages 41–46
Journal: Applied Mathematics Letters - Volume 45, July 2015, Pages 41–46
نویسندگان
Helin Wu, Yong Ren, Feng Hu,