| 一类倒向随机微分方程解的Levi定理 |
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| 引用本文： | 宋星,刘家保,唐桂林,吕宁宁,潘娜娜. 一类倒向随机微分方程解的Levi定理[J]. 北华大学学报(自然科学版), 2012, 13(3): 271-274 |
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| 作者姓名： | 宋星 刘家保 唐桂林 吕宁宁 潘娜娜 |
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| 作者单位： | 安徽新华学院公共课教学部,安徽合肥,230088;安徽新华学院公共课教学部,安徽合肥,230088;安徽新华学院公共课教学部,安徽合肥,230088;安徽新华学院公共课教学部,安徽合肥,230088;安徽新华学院公共课教学部,安徽合肥,230088 |
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| 基金项目： | 安徽省高等学校省级自然科学基金项目，安徽新华学院质量工程建设项目，安徽新华学院重点科研项目 |
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| 摘 要： | 在生成元g关于y连续、单调、一般增长,且关于z一致连续的条件下,用单调取极限的方法提出并证明了此类倒向随机微分方程解的Levi定理、Fatou定理、Lebesgue定理,推广了经典概率理论中的相应结论.
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| 关 键 词： | 倒向随机微分方程 Levi定理 Fatou定理 Lebesgue定理 |
The Levi Theorem for Solutions of a Class of Back Stochastic Differential Equation |
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| SONG Xing,LIU Jia-bao,TANG Gui-lin,LU..Ning-ning,PAN Na-na. The Levi Theorem for Solutions of a Class of Back Stochastic Differential Equation[J]. Journal of Beihua University(Natural Science), 2012, 13(3): 271-274 |
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| Authors: | SONG Xing LIU Jia-bao TANG Gui-lin LU..Ning-ning PAN Na-na |
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| Affiliation: | (Common Course Department Anhui Xinhua University,Hefei 230088,China) |
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| Abstract: | Using limitation methods in monotonic case,we will put forward and prove the Levi theorem,Fatou theorem,Lebesgue theorem for solutions of the BSDE whose generator g is continuous,monotonic,common growth in y and uniformly continuous in z,the corresponding results in classical probability theory are generalized. |
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| Keywords: | Back stochastic differential equation Levi theorem Fatou theorem Lebesgue theorem |
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