| 非Lipschitz条件下倒向随机微分方程的比较定理 |
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| 引用本文： | 孙信秀. 非Lipschitz条件下倒向随机微分方程的比较定理[J]. 徐州师范大学学报(自然科学版), 2005, 23(4): 37-40 |
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| 作者姓名： | 孙信秀 |
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| 作者单位： | 徐州师范大学,数学系,江苏,徐州,221116 |
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| 基金项目： | Research supported by the National Natural Science Foundation of China（10471120）and the Natural Science Foundation of Xuzhou Normal University （KY200427） |
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| 摘 要： | 王赢等人给出了一类非Lipschitz条件下倒向随机微分方程的适应解．本文建立了其解的比较定理，并获得了非线性期望的一些性质．
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| 关 键 词： | 非Lipschitz条件下倒向随机微分方程 Ito公式 Tanaka—Meyer公式 比较定理 |
| 文章编号： | 1007-6573(2005)04-0037-04 |
| 收稿时间： | 2005-06-08 |
| 修稿时间： | 2005-06-08 |
Comparison Theorems for BSDEs with Non-Lipschitz Coefficients |
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| SUN Xin-xiu. Comparison Theorems for BSDEs with Non-Lipschitz Coefficients[J]. Journal of Xuzhou Normal University(Natural Science Edition), 2005, 23(4): 37-40 |
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| Authors: | SUN Xin-xiu |
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| Affiliation: | Department of Mathematics. Xuzhou Normal University. Xuzhou, Jiangsu, 221116, China |
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| Abstract: | Wang Ying et al showed the adapted solutions of backward stochastic differential equations(for short, BSDEs) with non-Lipschitz coefficients.For these solutions,comparison theorms are established and some properties of nonlinear expectation are obtained in this paper. |
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| Keywords: | BSDE with non Lipschitz coefficient Ito formula Tanaka-Meyer formula comparison theorem |
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