| 一类非时齐非Lipschitz条件下带跳的倒向随机微分方程的适应解及比较定理 |
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| 引用本文： | 孙信秀,谢颖超. 一类非时齐非Lipschitz条件下带跳的倒向随机微分方程的适应解及比较定理[J]. 应用数学学报, 2006, 29(4): 688-698 |
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| 作者姓名： | 孙信秀 谢颖超 |
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| 作者单位： | 1. 苏州市职业大学远程教育学院电子系,苏州,215000
2. 徐州师范大学数学系,徐州,221116 |
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| 基金项目： | 国家自然科学基金;江苏省高校自然科学基金;徐州师范大学校科研和教改项目 |
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| 摘 要： | 对系数f(t,y,z,k)满足非常一般的非时齐非Lipschitz条件,本文给出一类带跳的倒向随机微分方程局部和整体解的存在唯一性的证明,同时本文也研究了带跳的倒向随机微分方程的比较定理,从而把前人的相应结果推广到更一般情形．
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| 关 键 词： | 带跳的倒向随机微分方程 非时齐非Lipschitz条件 比较定理 |
| 收稿时间： | 2004-10-13 |
| 修稿时间： | 2004-10-132006-05-21 |
Adapted Solutions and Comparison Theorem of a Class of BSDE with Jumps under Non-Time-Homogeneous and Non-Lipschitz Conditions |
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| SUN XINXIU,XIE YINGCHAO. Adapted Solutions and Comparison Theorem of a Class of BSDE with Jumps under Non-Time-Homogeneous and Non-Lipschitz Conditions[J]. Acta Mathematicae Applicatae Sinica, 2006, 29(4): 688-698 |
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| Authors: | SUN XINXIU XIE YINGCHAO |
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| Affiliation: | 1.Department of Electronics, Distance Educations College, Suzhou Vocational University, Suzhou 215000;2.Department of Mathmatics, Xuzhou Normal University, Xuzhou 221116 |
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| Abstract: | It is proved that the existence and uniqueness of the local solutions and whole solutions of BSDE with jumps under the non-time-Homogeneous and non-Lipschitz coef- ficient f(t,y,z,k).Simultaneously,the comparison theorems of solutions of BSDE with Jumps are been studied in this paper.The corresponding results in the previous paper are been generalized. |
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| Keywords: | backward stochastic differential equation with jumps non-Time-Homogeneous and non-Lipschitz coefficients comparison Theorem |
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