摘要
给出一种比较方法:对于一个n维的向量x用一个相同维数的向量a与之做内积;对于一个m维的向量y用一个相同维数的向量b与之做内积,比较内积a·x与b·y的大小.在这种比较方法下,对于两个任意维数的倒向随机微分方程,其解在一定条件下都会有类似于比较定理的关系成立,称为拟比较定理.本文研究倒向随机微分方程的拟比较定理.
A description of comparison method for a n-dimensional vector x and mdimensional vector y is given by comparing the size of inner product a·x and b·y.It is found that the solutions of two BSDEs have relation similar to the comparison theorem of BSDE by comparing the solutions of two arbitrary dimensional BSDEs using this method,and it is called quasi-comparison theorem.This paper is to study quasi-comparison theorem of BSDEs.
出处
《数学进展》
CSCD
北大核心
2009年第6期678-684,共7页
Advances in Mathematics（China）
关键词
倒向随机微分方程
内积
拟比较定理
backward stochastic differential equations（BSDE）
inner product
quasicomparison theorem
