数学杂志2016，Vol.36Issue(5)：940-948,9.
一类特殊的延迟倒向随机微分方程的最小解
THE MINIMAL SOLUTION OF A SPECIAL ANTICIPATED BACKWARD STOCHASTIC DIFFERENTIAL EQUATION
摘要
Abstract
In this paper, we study the problem of a minimal solution to a special class of anticipated backward stochastic differential equation. When the generator is continuous and sat-isfying a similar linear growth condition, we prove the existence of minimal solutions. Here, our hypotheses are weaker than the before papers, however, we obtain a better lemma and the same result.关键词
延迟倒向随机微分方程/最小解/比较定理Key words
anticipated backward stochastic differential equations/minimal solution/com-parison theorem分类
数理科学引用本文复制引用
凃淑恒,廖俊俊..一类特殊的延迟倒向随机微分方程的最小解[J].数学杂志,2016,36(5):940-948,9.基金项目
Supported by National Natural Science Foundation of China (10671182) （10671182）
