泛函形式的超前时间为定值的倒向随机微分超前方程

Backward stochastic differential advanced equation with constant advanced time of functional type

研究了对应于正向随机微分延迟方程的倒向随机微分超前方程的解的存在惟一性、对参数的连续依赖性,以及比较定理.

It is studied that backward stochastic differential advanced equations correspond to stochastic differential delay equations. The existence and uniqueness of the solution, continuous dependence with respect to parameters and comparison theorem are discussed.