| 随机Lipschitz条件下BSDE解的连续性质 |
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| 引用本文： | 宋丽. 随机Lipschitz条件下BSDE解的连续性质[J]. 吉首大学学报(自然科学版), 2010, 31(1): 19-21 |
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| 作者姓名： | 宋丽 |
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| 作者单位： | (1.山东轻工业学院金融职业学院，山东 济南250100；2.山东大学数学院，山东 济南250100) |
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| 摘 要： | 论述了在随机Lipschitz条件下倒向随机微分方程解的性质.通过解的先验估计，分别得到了在随机Lipschitz条件下倒向随机微分方程的解关于终端值和生成元的连续性质.
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| 关 键 词： | 随机Lipschitz条件 倒向随机微分方程 连续性质 |
Continuous Properties of BSDE with Stochastic Lipschitz Condition |
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| SONG Li. Continuous Properties of BSDE with Stochastic Lipschitz Condition[J]. Journal of Jishou University(Natural Science Edition), 2010, 31(1): 19-21 |
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| Authors: | SONG Li |
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| Affiliation: | (1.School of Finance,Shandong Light Industry School,Ji’nan 250100,China;2.School of Mathematics,Shandong University,Ji’nan 250100,China) |
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| Abstract: | This paper investigates the continuous properties of solutions of backwards stochastic differential equation with stochastic Lipschitz condition.By aprior estimate of solutions,the continuous properties of BSDE are obtained according to terminal data and generator. |
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| Keywords: | stochastic Lipschitz condition backward stochastic differential equation continuous properties |
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