有限或无限区间连续生成元的一维反射倒向随机微分方程

One-dimensional reflected backward stochastic differential equations with finite or infinite time horizons and continuous generators

得到了一类带单边连续下障碍的反射倒向随机微分方程(RBSDE)极小解的存在定理和比较定理,其生成元g满足广义线性增长条件且关于(y,z)连续,时间区间可以是有限或无限的.推广了倒向随机微分方程理论(BSDE)和RBSDE在一维情况下的相应结果.

The existence theorem and comparison theorem of solution for the reflected backward stochastic differenti- al equations（RBSDE） are devoted,where the time horizon may be finite or infinite, and the hypotheses on g are not necessary to be uniform in t. If the generators are continuous and of linear-growth in （y,z）, both the existence theo- rem and comparison theorem of minimum solutions to the RBSDE will hold true.