摘要研究了由连续局部鞅驱动的倒向随机微分方程,证明其解存在并且惟一,并进而讨论此类方程的几个重要性质。
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摘要研究了由连续局部鞅驱动的倒向随机微分方程,证明其解存在并且惟一,并进而讨论此类方程的几个重要性质。的英文翻译
基本释义
Existence and uniqueness results of the solutions of Backward Stochastic Differential Equations with general martingle under Lipschitz condition are first obtained, and some properties of Backward Stochastic Differential Equations with general mar tingle are further discussed.
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