由连续半鞅驱动的倒向随机微分方程

ON BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONSDRIVEN BY A CONTINUOUS SEMI MARTINGALE

本文引出了连续半鞅驱动的倒向随机微分方程，定义并证明了此类方程解的存在性与唯一性．

In this paper, we introduce the backward stochastic differential equations driven by a continuous semi martingale, define the existence and uniqueness of the solution of this kind of BSDEs and obtain the existence and uniqueness of the solution under Lipschitz condition.