| 系数连续的反射倒向随机微分方程的表示定理与逆比较定理 |
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| 引用本文： | 郑石秋,冯立超,刘秋梅.系数连续的反射倒向随机微分方程的表示定理与逆比较定理[J].山东大学学报(自然科学版),2014(3):107-110. |
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| 作者姓名： | 郑石秋 冯立超 刘秋梅 |
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| 作者单位： | 河北联合大学理学院,河北 唐山063009 |
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| 基金项目： | 国家自然科学基金青年项目（31100913）;唐山市科技计划资助项目（13130203z）;河北联合大学青年基金资助项目（z201205） |
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| 摘 要： | 在适当的假设条件下,建立了系数连续且满足线性增长条件的反射倒向随机微分方程（ reflected backward stochastic differential equations, RBSDEs）的局部表示定理,利用此表示定理,建立了此类RBSDEs的局部逆比较定理。
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| 关 键 词： | 倒向随机微分方程 比较定理 表示定理 逆比较定理 |
Representation theorem and converse comparison theorem of RBSDEs with continuous coefficient |
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| ZHENG Shi-qiu,FENG Li-chao,LIU Qiu-mei.Representation theorem and converse comparison theorem of RBSDEs with continuous coefficient[J].Journal of Shandong University(Natural Science Edition),2014(3):107-110. |
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| Authors: | ZHENG Shi-qiu FENG Li-chao LIU Qiu-mei |
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| Institution: | (College of Science, Hebei United University, Tangshan 063009, Hebei, China) |
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| Abstract: | A local representation theorem of reflected backward stochastic differential equations whose coefficient is con-tinuous and satisfies linear increasing condition was established under some suitable conditions. By this representation theorem, a local converse comparison theorem of this kind of BSDEs was obtained. |
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| Keywords: | backward stochastic differential equations comparison theorem representation theorem converse compari-son theorem |
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