%0 Journal Article
%T The Comparison Theorem for Solutions of Forward-backward Stochastic Differential Equations<br>正倒向随机微分方程解的比较定理
%A Guo Zijun
%A Wu Rangquan
%A <br>郭子君
%A 吴让泉
%J 数学物理学报(A辑)
%D 2007
%I 
%X The comparison theorems for solutions of FBSDEs are discussed. The FBSDEs's applications in stochastic optimal control and modern financial theory are introduced. By using the tools of Ito's formula and stopping time, a comparison theorem for FBSDEs is acquired by introducing helping linear FBSDEs.
%K Forward-backward stochastic differential equations
%K Solutions
%K Comparison theorems
%K Stopping time<br>正倒向随机微分方程
%K 解
%K 比较定理
%K 停时
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=4DB553CDB5F521D8C921082E5C95EC80&aid=3BF5B784E130BD8E&yid=A732AF04DDA03BB3&vid=DB817633AA4F79B9&iid=0B39A22176CE99FB&sid=869B6F3117981EC4&eid=F4BDB5452F9F5642&journal_id=1003-3998&journal_name=数学物理学报(A辑)&referenced_num=0&reference_num=13