| 非Lipschitz条件下的g-期望的生成元唯一性定理 |
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| 引用本文： | 刘玉春,郑石秋,闫俊芳.非Lipschitz条件下的g-期望的生成元唯一性定理[J].山东理工大学学报,2009,23(5):13-16. |
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| 作者姓名： | 刘玉春 郑石秋 闫俊芳 |
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| 作者单位： | 南开大学滨海学院应用数学系;河北理工大学理学院; |
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| 摘 要： | 利用非Lipschitz条件下倒向随机微分方程生成元的表示定理,给出了非Lipschitz条件下的g-期望的生成元唯一性定理.
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| 关 键 词： | 倒向随机微分方程 g-期望 非Lipschitz生成元 |
The uniqueness theorem of generators about g-expectation under non-Lipschitz condition |
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| LIU Yu-chun,ZHENG Shi-qiu,YAN Jun-fang.The uniqueness theorem of generators about g-expectation under non-Lipschitz condition[J].Journal of Shandong University of Technology:Science and Technology,2009,23(5):13-16. |
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| Authors: | LIU Yu-chun ZHENG Shi-qiu YAN Jun-fang |
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| Institution: | 1.Department of Applied Mathematics;Binhai College;Nankai University;Tianjin 300270;China;2.College of Science;Hebei Polytechnic University;Tangshan 063009;China |
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| Abstract: | Applying a representation theorem for generators of backward stochastic differential equations under non-Lipschitz condition,the uniqueness theorem of generators about g-expectation is given. |
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| Keywords: | backward stochastic differential equation g-expectation non-Lipschitz generator |
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