应用数学2007，Vol.20Issue(4)：666-670,5.
倒向随机微分方程Lp解的性质
Properties of Lp Solutions of Backward Stochastic Differential Equations
摘要
Abstract
Briand et al.(2003) established an existence and uniqueness result of Lp (p＞1)solutions of backward stochastic differential equations(shortly BSDEs)under some very general assumptions.In this paper,we obtain some continuous properties of Lp solutions of one-dimensional BSDEs with these assumptions.关键词
倒向随机微分方程/Lp解/连续性质.Key words
Backward stochastic differential equation/Lp solutions/Continuous property分类
数理科学引用本文复制引用
范胜君..倒向随机微分方程Lp解的性质[J].应用数学,2007,20(4):666-670,5.基金项目
Supported by National Natural Science Foundation of China(10671205)and YouthFoundation of China University of Mining 8L Technology(2006A041) （10671205）
