山东大学学报(理学版)
山東大學學報(理學版)
산동대학학보(이학판)
JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE)
2014年
3期
107-110
,共4页
倒向随机微分方程%比较定理%表示定理%逆比较定理
倒嚮隨機微分方程%比較定理%錶示定理%逆比較定理
도향수궤미분방정%비교정리%표시정리%역비교정리
backward stochastic differential equations%comparison theorem%representation theorem%converse compari-son theorem
在适当的假设条件下,建立了系数连续且满足线性增长条件的反射倒向随机微分方程( reflected backward stochastic differential equations, RBSDEs)的局部表示定理,利用此表示定理,建立了此类RBSDEs的局部逆比较定理。
在適噹的假設條件下,建立瞭繫數連續且滿足線性增長條件的反射倒嚮隨機微分方程( reflected backward stochastic differential equations, RBSDEs)的跼部錶示定理,利用此錶示定理,建立瞭此類RBSDEs的跼部逆比較定理。
재괄당적가설조건하,건립료계수련속차만족선성증장조건적반사도향수궤미분방정( reflected backward stochastic differential equations, RBSDEs)적국부표시정리,이용차표시정리,건립료차류RBSDEs적국부역비교정리。
A local representation theorem of reflected backward stochastic differential equations whose coefficient is con-tinuous and satisfies linear increasing condition was established under some suitable conditions. By this representation theorem, a local converse comparison theorem of this kind of BSDEs was obtained.