摘要
2003年Briand et al等在很一般的假设下建立了倒向随机微分方程(BSDEs)Lp解的存在唯一性定理.本文在此基础上得到了这种假设下一维BSDEs的Lp解的几个连续性质.
Briand et al.（2003） established an existence and uniqueness result of L^p （p〉1）solutions of backward stochastic differential equations（shortly BSDEs）under some very general assumptions.In this paper,we obtain some continuous properties of L^p solutions of one-dimensional BSDEs with these assumptions.
出处
《应用数学》
CSCD
北大核心
2007年第4期666-670,共5页
Mathematica Applicata
基金
Supported by National Natural Science Foundation of China(10671205)
Youth Foundation of China University of Mining & Technology (2006A041)
关键词
倒向随机微分方程
Lp解
连续性质
Backward stochastic differential equation
L^p solutions
Continuous property
