| 推广的倒向随机微分超前方程 |
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| 引用本文： | 杨哲.推广的倒向随机微分超前方程[J].山东大学学报(理学版),2006,41(6):81-83. |
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| 作者姓名： | 杨哲 |
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| 作者单位： | 山东大学,数学与系统科学学院,山东,济南,250100 |
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| 摘 要： | 研究了对应于正向随机微分延迟方程的倒向随机微分超前方程的解的存在惟一性和对参数的连续依赖性.
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| 关 键 词： | 倒向随机微分方程 倒向随机微分超前方程 存在惟一性 |
| 文章编号： | 1671-9352（2006）06-0081-03 |
| 收稿时间： | 2006-02-28 |
| 修稿时间： | 2006-02-28 |
AGeneralized backward stochastic differential equation |
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| YANG Zhe.AGeneralized backward stochastic differential equation[J].Journal of Shandong University,2006,41(6):81-83. |
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| Authors: | YANG Zhe |
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| Institution: | School of Mathematics and System Sci., Shandong Univ., Jinan 250100, Shandong, China |
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| Abstract: | Generalized backward delayed backward stochastic differential equations corresponding to stochastic differential delay equations is studied. Existence and uniqueness of the solution and continuous dependence for parameters are discussed. |
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| Keywords: | backward stochastic differential equation backward delayed backward stochastic differential equation existence and uniqueness |
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