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OALib Journal期刊
ISSN: 2333-9721
费用：99美元
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无限时间终端\,BSDE\,生成元的一个表示定理
, PP. 136-145
Keywords: 倒向随机微分方程,非一致\,Lipschitz\,条件,表示定理,逆比较定理
Abstract:
在生成元\,$g$\,关于\,$(y,z)$\,满足对\,$t$\,非一致的\,Lipschitz\,条件下,建立了有限或无限时间终端倒向随机微分方程\,(简称为\,BSDE\,)\,生成元的一个表示定理,并且得到了此条件下\,BSDE\,解的一个逆比较定理,推广了一些已有结果.
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