The Comparison Theorem for Solutions of Forward-backward Stochastic Differential Equations
正倒向随机微分方程解的比较定理

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.