带连续系数的BDSDE解的惟一性与连续依赖性的等价

J4 ›› 2010, Vol. 45 ›› Issue (2): 17-19.

带连续系数的BDSDE解的惟一性与连续依赖性的等价

张峰

山东大学数学学院, 山东济南 250100

收稿日期:2009-05-13 出版日期:2010-02-16 发布日期:2010-03-27
作者简介:张峰(1981-),男,博士研究生,研究方向为随机分析与随机控制.Email: hmgh1104@mail.sdu.edu.cn
基金资助:
国家自然科学基金资助项目(10671112);山东省自然科学基金资助项目(JQ200801)

The equivalence between uniqueness and continuous dependenceof solutions to BDSDEs with continuous coefficients

School of Mathematics, Shandong University, Jinan 250100, Shandong, China

Received:2009-05-13 Online:2010-02-16 Published:2010-03-27

摘要/Abstract

摘要：

证明若BDSDE中的漂移项系数f=f(t,y,z)关于变量y和z连续且有线性增长,则方程解的惟一性与解关于系数f和终端值ξ的连续依赖性是等价的。

关键词: 倒向重随机微分方程;等价性;惟一性

Abstract:

The BDSDE with a continuous coefficient is studied. The equivalence between uniqueness and continuous dependence of solutions to BDSDE with continuous coefficient is proved.

Key words: BDSDE; equivalence; uniqueness

张峰. 带连续系数的BDSDE解的惟一性与连续依赖性的等价[J]. J4, 2010, 45(2): 17-19.

ZHANG Feng. The equivalence between uniqueness and continuous dependenceof solutions to BDSDEs with continuous coefficients[J]. J4, 2010, 45(2): 17-19.

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