摘要
利用连续局部鞅的性质和用Lipschitz函数列去逼近连续函数的方法,研究了以连续局部鞅为干扰源,系数满足连续和线性增长条件的倒向随机微分方程,证明了其解存在并且最小解也存在.
In this paper, BSDE with continuous local martingale in which the coefficient satisfies continuous and linear growth conditions is discussed. The existence results of solutions and minimum solutionn are obstained.
出处
《江西理工大学学报》
CAS
2009年第5期71-73,共3页
Journal of Jiangxi University of Science and Technology
关键词
倒向随机微分方程
连续局部鞅
解的存在性
backward stochastic differential equations
continuous local martingales
existence of the solution
