学术
国际标准刊号：ISSN 1001-9847
国内统一刊号：CN 42-1184
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）L^p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L^p解的几个连续性质.[著者文摘]
文章出处:
《应用数学》-2007年20卷4期 -666-670页
Mathematica Applicata
文献标识码:
A
文章编号:
1001-9847（2007）04-0666-05
[参考文献]
Properties of Lp Solutions of Backward Stochastic Differential Equations
FAN Sheng-jun（College of Science,China University of Mining ＆ Technology,Xuzhou 221008,China）
Abstract:
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.[著者文摘]
Key words:
Backward stochastic differential equation;L^p solutions;Continuous property
收稿日期: 2007-01-23
基金资助:
Supported by National Natural Science Foundation of China（10671205）and YouthFoundation of China University of Mining 8L Technology（2006A041）
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