一类具有一致连续系数的倒向重随机微分方程

A Class of BDSDEs with Uniformly Continuous Coefficients

利用倒向重随机微分方程解的比较定理和函数逼近方法讨论了一类具有一致连续系数的1维倒向重随机微分方程,得到了此类方程解的存在定理,推广了系数满足Lipschitz条件的情形.

By comparison theorem of backward doubly stochastic differential equations and approximation of function,a class of one-dimensional backward doubly stochastic differential equations（BDSDEs） is studied,where the coefficients is uniformly continuous.An existence theorem for solutions of the class of BDSDEs is obtained,which generalizes the situation that the coefficient satisfy Lipschitz conditions.