Stochastic Stability of Backward Stochastic Differential Equation of Itô Type

Some concepts such as inverse brownian motion,inverse martingle are introduced,and relative properties are investigated.By the method of Lyapunov function, the stochastic stability of backward stochatic differenttiai equation(BSDE)of Itô type is studied as follow \left\ \beginarrayl \rmdy_t=b(y_t,t)dt-\sigma (y_t,t)dw_t,t \in0,T\\ y(T)=\zeta \rma\rm.s \endarray \right.