BSDE解的存在唯一性研究状况

Research Status of the Existence and Uniqueness of BSDE’s Solution

对倒向随机微分方程解的存在唯一性的研究现状进行了探讨,为今后该问题的研究提供方向。

This paper analyses research status of the existence and uniqueness of the backward stochastic differential equation＇s solution, in order to provide the direction for the research in the future.