| 摘要: |
| 本文研究了倒向随机微分方程解的连续依赖性问题.利用文献[4]中使用的方法,提出并证明了连续系数的一维倒向随机微分方程最小解的Levi定理,推广了文献[10]中的相应结果. |
| 关键词: 倒向随机微分方程 连续系数 列维定理 |
| DOI： |
| 分类号:O211.63 |
| 基金项目:National Natural Science Foundation of China(10971220):the FANEDD，the Fundamental Research Funds for the Central Universities，Youth Foundation of China University of Mining and Technology |
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| ON THE LEVI TYPE THEOREM FOR MINIMAL SOLUTIONS OF BSDE WITH CONTINUOUS COEFFICIENTS |
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FAN Sheng-jun,MA Ming,SONG Xing
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FAN Sheng-jun,MA Ming,SONG Xing (College of Sciences,China University of Mining and Technology,Xuzhou 221116,China)
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| Abstract: |
| The continuous dependence property for solutions of backward stochastic differential equations(BSDE)is investigated in this article.By virtue of the method used in [4],we put forward and prove the Levi type theorem for the minimal solutions of certain one-dimensional BSDE with continuous coefficients,which generalizes the corresponding result in [10]. |
| Key words: Backward stochastic differential equation(BSDE) continuous coefficients:Levi type theorem |
