摘要
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.
出处
《山东大学学报(理学版)》
CAS
CSCD
北大核心
2006年第5期39-43,共5页
Journal of Shandong University(Natural Science)
关键词
倒向随机微分方程
倒向随机微分超前方程
适应过程
backward stochastic differential equation
backward stochastic differential advanced equation
adapted process