倒向随机微分方程的解的存在唯一性

Existence and Uniqueness of the Backward Stochastic Differential Equation

倒向随机微分方程是随机分析领域里最活跃的方向之一,很多数学家致力于对它的研究。正如我们知道的那样,我们已经得到了很多倒向随机微分方程的解的存在唯一性。本文主要研究倒向随机微分方程在更弱的条件(比一致Lipschitz条件)下的解的存在唯一性。

Backward stochastic differential equation has been one of the most active areas in stochastic analysis and many mathematicians have devoted their interests to it.As we know,there are a lot of conditions which maintain the existence and the uniqueness of this equation.In this paper,we have established some weaker condition than uniformly Lipschitz condition(Pardoux and Peng(1990)).