| 反射倒向随机微分方程的逆比较问题(Ⅰ) |
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| 引用本文： | 李娟,谷艳玲.反射倒向随机微分方程的逆比较问题(Ⅰ)[J].数学年刊A辑(中文版),2007(2). |
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| 作者姓名： | 李娟 谷艳玲 |
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| 作者单位： | 复旦大学数学科学学院，上海期货交易所 上海 200433 山东大学威海分校数学系，山东 威海 264200，复旦大学经济学院，上海 200433 |
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| 基金项目： | 国家自然科学基金(No．10426022)资助的项目． |
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| 摘 要： | 在Briand,Coquet,Hu,Memin,Peng1],Coquet,Hu,Memin,Peng2],Chen3],Jiang 8]等中,研究了倒向随机微分方程的逆比较定理,就是通过比较倒向随机微分方程的解来比较倒向随机微分方程的生成元问题．在文9]中Li和Tang首次研究了反射倒向随机微分方程的逆比较问题．本文考虑在更一般的条件下,反射倒向随机微分方程的生成元的逆比较问题．
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| 关 键 词： | 反射倒向随机微分方程 比较定理 逆比较定理 |
Converse Comparison Problems for Reflected Backward Stochastic Differential Equations (I) |
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| LI Juan GU Yanling School of Mathematical Sciences,Fudan University,Shanghai ,and.Converse Comparison Problems for Reflected Backward Stochastic Differential Equations (I)[J].Chinese Annals of Mathematics,2007(2). |
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| Authors: | LI Juan GU Yanling School of Mathematical Sciences Fudan University Shanghai and |
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| Institution: | LI Juan GU Yanling School of Mathematical Sciences,Fudan University,Shanghai 200433,and Department of Mathematics,Shandong University,Weihai,Weihai 264200,Shandong,China. Shanghai Futures Exchange Postdoctoral Programme,School of Economics,Fudan University,Shanghai 200433,China. |
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| Abstract: | In Briand, Coquet, Hu, Memin, Peng 1], Coquet, Hu, Memin, Peng 2], Chen 3], Jiang 8] etc., the authors investigate the converse comparison theorems for the backward stochastic differential equations (BSDEs). That means to compare the generators of BSDEs by comparing the solutions of BSDEs. In Li and Tang 9] they first study the converse comparison problems for the reflected backward stochastic differential equations (RBSDEs). This paper continues to consider the converse comparison problems for generators of RBSDEs under suitable conditions. |
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| Keywords: | Reflected Backward Stochastic DiflFerential Equations Comparison Theorem Converse Comparison Theorem |
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