• 论文 •

### 具有Osgood型生成元的多维倒向重随机微分方程

1. 中国矿业大学理学院, 江苏 徐州 221116
• 收稿日期:2015-01-09 出版日期:2015-08-20 发布日期:2015-07-31
• 通讯作者: 江龙(1964- ), 男, 博士, 教授, 研究方向为随机分析与金融数学. E-mail:jianglong365@hotmail.com E-mail:jianglong365@hotmail.com
• 作者简介:王先飞(1987- ), 男, 硕士研究生, 研究方向为倒向重随机微分方程. E-mail:wangxianfly@163.com
• 基金资助:
国家自然科学基金资助项目(11371362)

### Multidimensional backward doubly stochastic differential equations with generators of Osgood type

WANG Xian-fei, JIANG Long, MA Jiao-jiao

1. College of Sciences, China University of Mining and Technology, Xuzhou 221116, Jiangsu, China
• Received:2015-01-09 Online:2015-08-20 Published:2015-07-31

Abstract: A class of multidimensional backward doubly stochastic differential equations whose generator f satisfies the Osgood condition in y and generator g satisfies non-Lipschitz condition in y was studied. An existence and uniqueness theorem and a stability theorem of solutions for this kind of equations were established, and a comparison theorem for solution of the class of one-dimensional situation was proposed.

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