%0 Journal Article
%T 一类倒向随机微分方程解的稳定性定理<br>A stability theorem for solutions of a class of backward stochastic differential equations
%A 方瑞
%A 马娇娇
%A 范胜君&lt
%A br&gt
%A FANG Rui
%A MA Jiao-jiao
%A FAN Sheng-jun
%J 山东大学学报（理学版）
%D 2015
%R 10.6040/j.issn.1671-9352.0.2014.200
%X 摘要： 通过建立两个等价概率测度下随机变量条件数学期望之间的一个不等式, 在生成元g关于y单调且关于z一致连续的条件下证明了倒向随机微分方程解的一个稳定性定理, 推广了几个已知的结果。<br>Abstract: By establishing an inequality between conditional mathematic expectations of random variables under two different but equivalent probability measures, we prove a stability theorem for solutions of backward stochastic differential equations whose generator g is monotonic in y and uniformly continuous in z,which generalizes some known results
%K 倒向随机微分方程
%K 单调性条件
%K 稳定性定理
%K 一致连续
%K &lt
%K br&gt
%K backward stochastic differential equation
%K uniform continuity
%K stability theorem
%K monotonicity condition
%U http://lxbwk.njournal.sdu.edu.cn/CN/10.6040/j.issn.1671-9352.0.2014.200