| 倒向随机微分方程的一个反比较定理 |
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| 引用本文： | 范胜君,朱开永,吴祝武. 倒向随机微分方程的一个反比较定理[J]. 徐州师范大学学报(自然科学版), 2005, 23(4): 41-44,63 |
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| 作者姓名： | 范胜君 朱开永 吴祝武 |
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| 作者单位： | 中国矿业大学,理学院,江苏,徐州,221008 |
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| 基金项目： | 中国矿业大学科技基金资助项目（A200409） |
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| 摘 要： | 通过研究倒向随机微分方程的解与其生成元的关系，在由彭实戈引入的倒向随机微分方程的最基本的条件下，证明了一个反比较定理．
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| 关 键 词： | 倒向随机微分方程 比较定理 反比较定理 |
| 文章编号： | 1007-6573（2005）04-0041-04 |
| 收稿时间： | 2005-03-01 |
| 修稿时间： | 2005-03-01 |
A Converse Comparison Theorem for Backward Stochastic Differential Equations |
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| FAN Sheng-jun,ZHU Kai-yong,WU Zhu-wu. A Converse Comparison Theorem for Backward Stochastic Differential Equations[J]. Journal of Xuzhou Normal University(Natural Science Edition), 2005, 23(4): 41-44,63 |
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| Authors: | FAN Sheng-jun ZHU Kai-yong WU Zhu-wu |
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| Affiliation: | College of Science, China University of Mining and Technology, Xuzhou, Jiangsu, 221008, China |
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| Abstract: | Under the most elementary conditions for backward stochastic differential equation (BSDE in short) introduced by Peng S G, a new converse comparison theorem for BSDEs has been proved in this paper, based on investigating the relations between the generator and the solutions of BSDEs. |
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| Keywords: | backward stochastic differential equation comparison theorem converse comparison theorem |
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