| 连续系数倒向随机微分方程最小解的Levi定理 |
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| 引用本文： | 范胜君,马明,宋星. 连续系数倒向随机微分方程最小解的Levi定理[J]. 数学杂志, 2011, 31(2) |
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| 作者姓名： | 范胜君 马明 宋星 |
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| 作者单位： | 中国矿业大学理学院,江苏,徐州,221116 |
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| 基金项目： | National Natural Science Foundation of China(10971220):the FANEDD，the Fundamental Research Funds for the Central Universities，Youth Foundation of China University of Mining and Technology |
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| 摘 要： | 本文研究了倒向随机微分方程解的连续依赖性问题.利用文献[4]中使用的方法,提出并证明了连续系数的一维倒向随机微分方程最小解的Levi定理,推广了文献[10]中的相应结果.
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| 关 键 词： | 倒向随机微分方程 连续系数 列维定理 |
ON THE LEVI TYPE THEOREM FOR MINIMAL SOLUTIONS OF BSDE WITH CONTINUOUS COEFFICIENTS |
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| FAN Sheng-jun,MA Ming,SONG Xing. ON THE LEVI TYPE THEOREM FOR MINIMAL SOLUTIONS OF BSDE WITH CONTINUOUS COEFFICIENTS[J]. Journal of Mathematics, 2011, 31(2) |
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| Authors: | FAN Sheng-jun MA Ming SONG Xing |
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| Affiliation: | FAN Sheng-jun,MA Ming,SONG Xing (College of Sciences,China University of Mining and Technology,Xuzhou 221116,China) |
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| Abstract: | The continuous dependence property for solutions of backward stochastic differential equations(BSDE)is investigated in this article.By virtue of the method used in [4],we put forward and prove the Levi type theorem for the minimal solutions of certain one-dimensional BSDE with continuous coefficients,which generalizes the corresponding result in [10]. |
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| Keywords: | Backward stochastic differential equation(BSDE) continuous coefficients:Levi type theorem |
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