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Comparison Theorem for any Solutions of Backward Stochastic Differential Equations and its Application

机译:向后随机微分方程的任何解决方案的比较定理及其应用

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In this paper, we study the one-dimensional backward stochastic equations driven by continuous local martingale. We establish a generalized the comparison theorem for any solutions where the coefficient f (t, y, z) is uniformly Lipschitz continuous in z and is equi-continuous in y.
机译:在本文中,我们研究了连续局部鞅驱动的一维向后随机方程。我们为任何溶液均匀唇尖均匀唇尖的任何解决方案建立了一般性的比较定理,在Z中连续,在Y中平等。

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