连续鞅驱动的倒向随机微分方程的弱解

The Weak Solution for Backward Stochastic Differential Equations Driven by Continuous Martingale

本文给出了由连续鞅驱动的倒向随机微分方程弱解的定义,得到其弱解存在的充分条件,减弱了漂移系数g满足Lipschitz条件的要求.

In this paper,we give the definition of weak solution for backward stochastic differential equations driven by continuous martingale,then we get a sufficient condition ensuring the existence of the weak solution and replace the lipschitz requirment on drift coefficient g by a weaker condition.