连续系数一维倒向随机微分超前方程的解

摘要

证明了具有连续系数的一维倒向随机微分超前方程（超前BSDE）存在适应解，并得到了最小解的存在性。%In this paper, it is proved that the existence of a solution to one dimensional anticipated backward stochastic differential equations where the coefficient is continuous. The existence of a minimal solution is also obtained.