连续条件下双重倒向随机微分方程的比较定理
Comparison Theorem of Backward Doubly Stochastic Differential Equations with Continuous Coeffcient
摘要
利用Tanaka-Meyer公式研究了双重倒向随机微分方程在连续条件下的比较定理.
In this paper, we study the comparison theorem of backward doubly stochastic differ-ential equtions with continuous coefficient by Tanaka-Meyer formula.
出处
《广西民族大学学报（自然科学版）》
CAS
2009年第1期45-47,共3页
Journal of Guangxi Minzu University ：Natural Science Edition
基金
国家自然科学基金(10726075)
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