%0 Journal Article
%T Comonotonic Theorems of BSDEs with Stochastic Generators<br>带有随机生成元的倒向随机微分方程的共单调定理
%A Zhang Hui
%A <br>张慧
%J 数学物理学报(A辑)
%D 2008
%I 
%X In this paper, the authors explore the solution (y,z) of BSDEs via the theory of Malliavin derivative. Some methods of comparing part z have been given. And the authors point out that the comonotonic theorems for part z given by Zengjing Chen et al (see 3]) aren't correct when the generators of BSDEs are stochastic. Thus some special conditions, under which the comonotonic theorems for part z are correct even the generators of BSDEs are stochastic, are studied. Then, applying the comonotonic theorems, the authors study the additivity of a class of conditional g-expectations and Choquet integral represention theorems.
%K BSDE
%K Malliavin derivative
%K g-expectation
%K Choquet integral<br>倒向随机微分方程(简记BSDE)
%K Malliavin微分
%K g-期望
%K Choquet积分.
%K 倒向随机微分方程
%K 生成元
%K 表示定理
%K Generators
%K Stochastic
%K BSDEs
%K 积分
%K 可加性
%K 期望
%K Chen
%K 情况
%K 性质
%K 比较
%K 研究
%K 方法
%K Malliavin
%K 利用
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=4DB553CDB5F521D8C921082E5C95EC80&aid=CC1B99FD8ECDF59207A806C4D892EE77&yid=67289AFF6305E306&vid=D3E34374A0D77D7F&iid=CA4FD0336C81A37A&sid=8477411EEDB08A86&eid=B344543C2864D684&journal_id=1003-3998&journal_name=数学物理学报(A辑)&referenced_num=0&reference_num=9