摘要
本文研究了倒向随机微分方程解的连续依赖性问题.利用文献[4]中使用的方法,提出并证明了连续系数的一维倒向随机微分方程最小解的Levi定理,推广了文献[10]中的相应结果.
The continuous dependence property for solutions of backward stochastic differential equations（BSDE） is investigated in this article.By virtue of the method used in[4],we put forward and prove the Levi type theorem for the minimal solutions of certain one-dimensional BSDE with continuous coefficients,which generalizes the corresponding result in[10].
出处
《数学杂志》
CSCD
北大核心
2011年第2期245-250,共6页
Journal of Mathematics
基金
Supported by National Natural Science Foundation of China(10971220)
the FANEDD(200919)
the Fundamental Research Funds for the Central Universities
Youth Foundation of China University of Mining and Technology(2007A029)
关键词
倒向随机微分方程
连续系数
列维定理
Backward stochastic differential equation（BSDE）
continuous coefficients
Levi type theorem
