| 非Lipschitz条件下倒向随同微分方程解的反比较定理 |
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| 引用本文： | 陆敏,王增武.非Lipschitz条件下倒向随同微分方程解的反比较定理[J].数学季刊,2009,24(4):568-573. |
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| 作者姓名： | 陆敏 王增武 |
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| 作者单位： | |
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| 摘 要： |
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| 关 键 词： | Lipschitz系数 倒向随机微分方程 比较定理 期望 |
A General Converse Comparison Theorem for Backward Stochastic Differential Equation with Non-lipschitz Coefficient |
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| LU Min WANG Zeng-wu.A General Converse Comparison Theorem for Backward Stochastic Differential Equation with Non-lipschitz Coefficient[J].Chinese Quarterly Journal of Mathematics,2009,24(4):568-573. |
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| Authors: | LU Min WANG Zeng-wu |
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| Institution: | [1]Deparmtment of Applied Mathematics, Nanjing Audit University, Nanjing 210029, China [2]Academy of Math and System Sciences, CAS, Beijing 100080, China |
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| Abstract: | |
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| Keywords: | backward stochastic differential equation with non-Lipschitz coefficient gener-ator g-expectation converse comparison theorem |
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