| 倒向随机微分方程解Z的比较定理 |
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| 引用本文： | 何坤. 倒向随机微分方程解Z的比较定理[J]. 山东大学学报(理学版), 2007, 42(10): 1-04 |
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| 作者姓名： | 何坤 |
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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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| 基金项目： | Acknowledgement： The author would like to thank professor CHEN Zeng-jing for the inspiring discussions and his fruitful comments and suggestions. |
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| 摘 要： | 考虑倒向随机微分方程关于解Z的比较问题. 讨论了关于Z比较定理的结果.
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| 关 键 词： | 比较定理 倒向随机微分方程 正倒向随机微分方程 |
| 文章编号： | 1671-9352（2007）10-0001-04 |
| 修稿时间： | 2007-01-08 |
Comparison theorem for solution Z of BSDEs |
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| HE Kun. Comparison theorem for solution Z of BSDEs[J]. Journal of Shandong University, 2007, 42(10): 1-04 |
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| Authors: | HE Kun |
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| Affiliation: | School of Mathematics and System Science, Shandong University, Jinan 250100, Shandong, China |
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| Abstract: | Discussing of the complete comparison theorem BSDEs was brought out by Z J Chen. It is well known that the comparison theorem operates primarily in Backward Stochastic Differential Equations theory, however the existing comparison theorem is mostly concerned about Y, which was part of the pair solution (Y,Z).Following[1,2], concerning comparison results on Z. |
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| Keywords: | comparison theorem BSDE FBSDE |
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