| 一类具有一致连续系数的倒向重随机微分方程 |
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| 引用本文： | 宋丽.一类具有一致连续系数的倒向重随机微分方程[J].江西师范大学学报(自然科学版),2012,36(2):160-164. |
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| 作者姓名： | 宋丽 |
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| 作者单位： | 山东轻工业学院财政与金融学院,山东济南250100;山东大学数学学院,山东济南250100 |
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| 基金项目： | 国家自然科学基金(10921101)资助项目 |
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| 摘 要： | 利用倒向重随机微分方程解的比较定理和函数逼近方法讨论了一类具有一致连续系数的1维倒向重随机微分方程,得到了此类方程解的存在定理,推广了系数满足Lipschitz条件的情形.
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| 关 键 词： | 倒向重随机微分方程 倒向随机积分 存在定理 |
A Class of BDSDEs with Uniformly Continuous Coefficients |
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| SONG Li.A Class of BDSDEs with Uniformly Continuous Coefficients[J].Journal of Jiangxi Normal University (Natural Sciences Edition),2012,36(2):160-164. |
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| Authors: | SONG Li |
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| Institution: | SONG Li1,2(1.School of Finance,Shandong Light Industry School,Ji’nan Shandong 250100,China;2.School of Mathematics,Shandong University,Ji’nan Shandong 250100,China) |
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| Abstract: | By comparison theorem of backward doubly stochastic differential equations and approximation of function,a class of one-dimensional backward doubly stochastic differential equations(BDSDEs) is studied,where the coefficients is uniformly continuous.An existence theorem for solutions of the class of BDSDEs is obtained,which generalizes the situation that the coefficient satisfy Lipschitz conditions. |
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| Keywords: | backward doubly stochastic differential equation backward stochastic integral existence theorem |
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