J4 ›› 2013, Vol. 48 ›› Issue (6): 14-17.
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许晓明
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高等学校博士学科点专项科研基金资助项目(20113207120002)；数学天元基金资助项目 (11126050)
XU Xiao-ming
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摘要：
证明了超前倒向随机微分方程的反射解的存在惟一性, 进而解决了一类最优停止问题。
关键词: 超前倒向随机微分方程; 反射解; 最优停止问题
Abstract:
The existence and uniqueness of the reflected solutions of anticipated BSDEs was proved, and an optimal stopping time problem was solved as an application.
Key words: anticipated backward stochastic differential equation; reflected solution; optimal stopping time problem
许晓明. 超前倒向随机微分方程的反射解及相应的最优停止问题[J]. J4, 2013, 48(6): 14-17.
XU Xiao-ming. Reflected solutions of anticipated BSDEs and related optimal stopping time problem[J]. J4, 2013, 48(6): 14-17.
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http://lxbwk.njournal.sdu.edu.cn/CN/Y2013/V48/I6/14
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