一类特殊的延迟倒向随机微分方程的最小解（英文）

THE MINIMAL SOLUTION OF A SPECIAL ANTICIPATED BACKWARD STOCHASTIC DIFFERENTIAL EQUATION

本文研究一类特殊的延迟倒向随机微分方程最小解的相关问题.当假设生成子满足连续性假设和类似线性增长条件时,证明了最小解的存在性.本文推广了最小解存在的一般假设条件,这里假设要弱于之前的文献,然而本文得到了更好的引理,并且得到了相同的结论.

In this paper,we study the problem of a minimal solution to a special class of anticipated backward stochastic differential equation.When the generator is continuous and satisfying a similar linear growth condition,we prove the existence of minimal solutions.Here,our hypotheses are weaker than the before papers,however,we obtain a better lemma and the same result.