Ito型倒向随机微分方程的稳定性和不稳定性

Stochastic Stability and Instability of Backward Stochastic Differential Equation of Ito Type

为了给研究经济问题中产生的倒向随机微分方程的稳定性提供有力的判据，利用Lyapunov函数方法和反上鞅收敛定理，给出了It（？）型倒向随机微分方程的指数p稳定性、几乎必然指数稳定性、q不稳定性等判定定理．

<abstract> order to provide powerful criterion for resolving economy problem, after introducing the convergence theorem of reverse supermartingale, some stochastic stability and instability criteria of backward stochastic differential equation (BSDE) of It(?) type is obtained by the method of Lyapunov function, including the pth moment exponential stochastic stability, almost sure exponential stochastic stability, the qth moment stochastic instability and so on.