东华大学学报（英文版）2004，Vol.21Issue(4)：156-158,3.
A Comparison Theorem for Solution of the Fully Coupled Backward Stochastic Differential Equations
A Comparison Theorem for Solution of the Fully Coupled Backward Stochastic Differential Equations
郭子君 1吴让泉2
作者信息
- 1. College of Science,Donghua University,Shanghai,200051
- 2. Science College,South China Agriculture University,Guangzhou,510642
- 折叠
摘要
Abstract
The comparison theorems of solutions for BSDEs in fully coupled forward-backward stochastic differential equations (FBSDEs) are studied in this paper, here in the fully coupled FBSDEs the forward SDEs are the same structure.关键词
The fully coupled backward stochastic differential equations/Comparison theorem/Stopping timeKey words
The fully coupled backward stochastic differential equations/Comparison theorem/Stopping time分类
数理科学引用本文复制引用
郭子君,吴让泉..A Comparison Theorem for Solution of the Fully Coupled Backward Stochastic Differential Equations[J].东华大学学报（英文版）,2004,21(4):156-158,3.
