连续系数一维倒向随机微分超前方程的解

Solutions of One-dimensional Anticipated Backward Stochastic Differential Equations with Continuous Coefficient

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摘要证明了具有连续系数的一维倒向随机微分超前方程(超前BSDE)存在适应解,并得到了最小解的存在性。 In this paper, it is proved that the existence of a solution to one dimensional anticipatedbackward stochastic differential equations where the coefficient is continuous. The existence of aminimal solution is also obtained.

作者周会会梅端 ZHOU Hui-hui;MEI Duan(College of Science,Guangdong Ocean University,Zhanjiang 524088,China)

机构地区广东海洋大学理学院

出处《广东海洋大学学报》 CAS 2016年第4期78-82,共5页 Journal of Guangdong Ocean University

基金广东省高校创新强校工程项目(2014KQNCX080)

关键词倒向随机微分超前方程适应解连续系数 anticipated backward stochastic differential equations Adapted solutions

分类号 O211.6 [理学—概率论与数理统计]

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参考文献8

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连续系数一维倒向随机微分超前方程的解

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