| 有限或无限区间连续生成元的一维反射倒向随机微分方程 |
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| 引用本文： | 石学军,杨丛,穆静静.有限或无限区间连续生成元的一维反射倒向随机微分方程[J].徐州师范大学学报(自然科学版),2012(3):18-23. |
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| 作者姓名： | 石学军 杨丛 穆静静 |
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| 作者单位： | 中国矿业大学理学院 |
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| 基金项目： | 国家自然科学基金资助项目(10971220);全国优秀博士学位论文作者专项基金资助项目(200919);中央高校基本科研业务费专项基金资助项目(2010LKSX04) |
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| 摘 要： | 得到了一类带单边连续下障碍的反射倒向随机微分方程（RBSDE）极小解的存在定理和比较定理，其生成元g满足广义线性增长条件且关于（y，z）连续，时间区间可以是有限或无限的．推广了倒向随机微分方程理论（BSDE）和RBSDE在一维情况下的相应结果．
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| 关 键 词： | 反射倒向随机微分方程 无限区间 广义一致连续 极大解 极小解 比较定理 |
One-dimensional reflected backward stochastic differential equations with finite or infinite time horizons and continuous generators |
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| Shi Xuejun,Yang Cong,Mu Jingjing.One-dimensional reflected backward stochastic differential equations with finite or infinite time horizons and continuous generators[J].Journal of Xuzhou Normal University(Natural Science Edition),2012(3):18-23. |
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| Authors: | Shi Xuejun Yang Cong Mu Jingjing |
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| Institution: | (School of Sciences,China University of Mining & Technology,Xuzhou 221116,Jiangsu,China) |
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| Abstract: | The existence theorem and comparison theorem of solution for the reflected backward stochastic differenti- al equations（RBSDE） are devoted,where the time horizon may be finite or infinite, and the hypotheses on g are not necessary to be uniform in t. If the generators are continuous and of linear-growth in （y,z）, both the existence theo- rem and comparison theorem of minimum solutions to the RBSDE will hold true. |
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| Keywords: | reflected backward stochastic differential equation（RBSDE） infinite time horizon generalized uniformly continuous maximum solution minimum solution comparison theorem |
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