正倒向随机微分方程的适应解及其比较定理

摘要

In this paper, we investigate the nature of the adapted solution to a class of forward-backward stochastic differential equations (short for FBSDE) without the non-degenerate condition for the forward equation. We prove that under certain "monotonicity" condition there exists a unique adapted solution for the FBSDE, and we derive the comparison theorem for this FBSDE.%研究了一类正倒向随机微分方程的适应解,其中正向方程不需要满足非退化条件.我们证明了在某些单调条件下,正倒向随机微分方程存在唯一的适应解,并给出了该正倒向随机微分方程的比较定理.