非Lipschitz条件下带跳倒向随机微分方程解的稳定性

A Stability Theorem of the Solutions to Backward Stochastic Differential Equations with Jumps under Non-Lipschitz Condition

证明了带跳倒向随机微分方程列ytε=ξε+∫tTfε(s,ysε,zsε,vsε)ds-∫tTzsεdws-∫∫tTUvεs(z)N(ds,dz),ε≥0,t∈[0,T]在非Lipschitz条件下其解的稳定性;使用的主要工具是Bihari不等式的一个推论。

A stability theorem of the solutions is derived to the following backward stochastic differential equations with jumps ytε=ξε＋∫tTfε（s,ysε,zsε,vsε）ds-∫tTzsεdws-∫∫tTUvεs（z）N（ds,dz）,ε≥0,t∈[0,T] under non-Lipschitz condition and the main tool is a corollary of the Bihari inequality.