| 终端时间可为无限的BSDE解的递归迭代序列的收敛性及解的存在唯一性 |
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| 引用本文： | 侯杰,肖立顺,范胜君.终端时间可为无限的BSDE解的递归迭代序列的收敛性及解的存在唯一性[J].云南大学学报(自然科学版),2012,0(4):380-384. |
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| 作者姓名： | 侯杰 肖立顺 范胜君 |
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| 作者单位： | 中国矿业大学理学院 |
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| 基金项目： | 国家自然科学基金资助项目(11101422);中央高校基本科研业务费专项资金资助项目(2010LKSX04,JK111729) |
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| 摘 要： | 在某个新的空间上利用压缩映像原理证明了终端时间可为无限的一类多维倒向随机微分方程在该空间上解的存在唯一性,作为推论得到了该类倒向随机微分方程解的递归迭代序列的收敛性.
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| 关 键 词： | 倒向随机微分方程 无穷时间终端 存在唯一性 递归迭代 |
The existence and uniqueness for solutions of BSDEs with infinite time horizons and the convergence of recursive iterative sequence for the solutions |
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| HOU Jie,XIAO Li-shun,FAN Sheng-jun.The existence and uniqueness for solutions of BSDEs with infinite time horizons and the convergence of recursive iterative sequence for the solutions[J].Journal of Yunnan University(Natural Sciences),2012,0(4):380-384. |
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| Authors: | HOU Jie XIAO Li-shun FAN Sheng-jun |
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| Institution: | (School of Sciences,China University of Mining and Technology,Xuzhou 221116,China) |
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| Abstract: | By establishing a strict contraction in a new space,we prove the existence and uniqueness for solutions of a class of multidimensional backward stochastic differential equations with infinite time terminal.As a corollary,we obtain the convergence of the recursive iterative sequence for solutions of backward stochastic differential equations of this type. |
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| Keywords: | backward stochastic differential equation infinite time intervals existence and uniqueness recursive iteration |
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