一类特殊的延迟倒向随机微分方程的最小解

摘要

In this paper, we study the problem of a minimal solution to a special class of anticipated backward stochastic differential equation. When the generator is continuous and sat-isfying a similar linear growth condition, we prove the existence of minimal solutions. Here, our hypotheses are weaker than the before papers, however, we obtain a better lemma and the same result.%本文研究一类特殊的延迟倒向随机微分方程最小解的相关问题。当假设生成子满足连续性假设和类似线性增长条件时，证明了最小解的存在性。本文推广了最小解存在的一般假设条件，这里假设要弱于之前的文献，然而本文得到了更好的引理，并且得到了相同的结论。