摘要
本文引入反Brown运动的概念，讨论了I_(to)型倒向随机微分方程解的存在唯一性定理。
In this article, after introducing inverse Brownian notion, We discussed the existentness and uniqueness of the solution of Backward Stochastic Differenhal Equation(BSDE)of Ito type.
出处
《北京建筑工程学院学报》
1998年第3期14-20,共7页
Journal of Beijing Institute of Civil Engineering and Architecture
关键词
反Brown运动
倒向Ito积分
随机微分方程
Inverse Brownian Motion
Backward Integral of I_(to)type
Backward Stochastic Differential Equation of I_(to)Type
