| 关于反射倒向随机微分方程的解的一些性质 |
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| 引用本文： | 郑石秋,周圣武,徐峰,焦琳.关于反射倒向随机微分方程的解的一些性质[J].工科数学,2010(2):21-27. |
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| 作者姓名： | 郑石秋 周圣武 徐峰 焦琳 |
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| 作者单位： | [1]河北理工大学理学院,唐山063009 [2]中国矿业大学理学院,徐州221008 |
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| 摘 要： | 研究了关于反射倒向随机微分方程的解的一些性质．同时在适当的条件下建立了关于反射倒向随机微分方程生成元的一个唯一性定理和一个逆比较定理．
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| 关 键 词： | 反射倒向随机微分方程 生成元 比较定理 |
Some Properties of Backward Stochastic Solutions of Refected Differential Equations |
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| ZHENG Shi-qiu,ZHOU Sheng-wu,XU Feng,JIAO Lin.Some Properties of Backward Stochastic Solutions of Refected Differential Equations[J].Journal of Mathematics For Technology,2010(2):21-27. |
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| Authors: | ZHENG Shi-qiu ZHOU Sheng-wu XU Feng JIAO Lin |
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| Institution: | 1. College of Science, Hebei Polytechnic University, Tangshan 063009,China; 2. College of Sciences, China University of Mining and Technology, Xuzhou 221008, China) |
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| Abstract: | We study the properties of solutions of reflected backward stochastic differential equations （RBSDEs）. A uniqueness theorem and a converse comparison theorem for generators of RBSDEs are established under some suitable conditions. |
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| Keywords: | reflected backward stochastic differential equation generator comparison theorem |
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