摘要
王赢等人给出了一类非Lipschitz条件下倒向随机微分方程的适应解.本文建立了其解的比较定理,并获得了非线性期望的一些性质.
Wang Ying et al showed the adapted solutions of backward stochastic differential equations（for short, BSDEs） with non-Lipschitz coefficients. For these solutions,comparison theorms are established and some properties of nonlinear expectation are obtained in this paper.
出处
《徐州师范大学学报（自然科学版）》
CAS
2005年第4期37-40,共4页
Journal of Xuzhou Normal University(Natural Science Edition)
基金
ResearchsupportedbytheNationalNaturalScienceFoundationofChina(10471120)andtheNaturalScienceFounda-tionofXuzhouNormalUniversity(KY200427)
