正倒向随机微分方程理论及应用

正倒向随机微分方程源于随机控制和金融等问题的研究，反之，方程理论的研究成果在控制、金融等领域也有着重要的应用。基于正向和倒向随机微分方程的理论成果，正倒向随机微分方程的研究在短时间内取得了长足进步。本文将从方程可解性这一角度出发，对正倒向随机微分方程目前取得的成果进行系统的总结与探讨。

Theories and Applications of Forward backward Stochastic Differential Equations

The forward backward stochastic differential equation stems from the study on stochastic control and finance.On the other hand,the theoretical results achieved in studying this kind of equations are widely applied to the fields of stochastic control and finance.As a result of the volume of work in the field of forward backward stochastic differential equations, its related study progressed rapidly over a short period of time.Based on the solvability of the equations, this paper gives a systematic summary about the current development and research on forward backward stochastic differential equations.