非Lipschitz条件下反射倒向随机微分方程解的性质
Properties of the Solutions to the Reflected Backward Stochastic Differential Equations Under a Non-Lipschitz Condition
摘要
文章给出了在非Lipschitz条件下一列无穷区间上的反射倒向随机微分方程解的若干性质.
In this paper we obtain some properties of the solutions to the reflected backward stochastic differential equations in infinite horizo nunder a non-Lipschitz condition.
出处
《海南师范大学学报（自然科学版）》
CAS
2016年第2期127-130,共4页
Journal of Hainan Normal University（Natural Science）
关键词
反射倒向随机微分方程
障碍
一致有界
reflected backward stochastic differential equation
barrier
uniform boundness
参考文献5
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