关于双障碍RBSDEs解K^+与K^-的一点注记
A note on the solutions K^+ and K^- of reflected BSDEs with double obstacles
摘要
讨论了双障碍反射型倒向随机微分方程解的严格比较问题,给出了关于双障碍反射型倒向随机微分方程解K+与K-的若干性质。
The strict comparison problem of reflected backward stochastic differential equations with double obstacles is discussed and some properties of the solutions K＋ and K-of reflected BSDEs with double obstacles are given.
出处
《山东大学学报（理学版）》
CAS
CSCD
北大核心
2011年第3期112-115,共4页
Journal of Shandong University(Natural Science)
基金
河北理工大学科学研究基金资助项目(Z201018)
关键词
倒向随机微分方程
比较定理
障碍
backward stochastic differential equations
comparison theorem
obstacle
参考文献6
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二级参考文献10
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