A Comparison Theorem for Solution of the Fully Coupled Backward Stochastic Differential Equations

GUO Zi-jun; WU Rang-quan

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A Comparison Theorem for Solution of the Fully Coupled Backward Stochastic Differential Equations

机译：完全耦合后向随机微分方程解的比较定理

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摘要

The comparison theorems of solutions for BSDEs in fully coupled forward-backward stochastic differential equations (FBSDEs) are studied in this paper, here in the fully coupled FBSDEs the forward SDEs are the same structure.

机译：本文研究了完全耦合的前向-后向随机微分方程（FBSDE）中的BSDE解的比较定理，这里在完全耦合的FBSDE中，前向SDE是相同的结构。

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来源
《Journal of Dong Hua University》 |2004年第4期|p.156-158|共3页
作者
GUO Zi-jun; WU Rang-quan;
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作者单位

College of Science, Donghua University, Shanghai, 200051;

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原文格式 PDF
正文语种 eng
中图分类纺织工业、染整工业;
关键词
the fully coupled backward stochastic differential equations; comparison theorem; stopping time;

机译：全耦合后向随机微分方程;比较定理;停止时间;

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1. A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations [J] . Li J, Tang SJ Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability . 2007,第9期

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2. A Verification Theorem for Optimal Control of Fully Coupled Forward-Backward Stochastic Differential Equations within the Framework of Viscosity Solutions [J] . LIU Zhen Chinese journal of contemporary mathematics . 2017,第2期

机译：粘度溶液框架内完全耦合前向后随机微分方程最优控制的验证定理
3. The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications [J] . Yin JL, Mao XR Journal of Mathematical Analysis and Applications . 2008,第2期

机译：具有泊松跳跃的倒向随机微分方程的自适应解和比较定理及其应用
4. Comparison Theorem for any Solutions of Backward Stochastic Differential Equations and its Application [C] . Shiyu Li, Wujun Gao, Jinhui Wang International Conference on Energy and Environmental Protection . 2012

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
5. Malliavin calculus for backward stochastic differential equations and stochastic differential equations driven by fractional Brownian motion and numerical schemes. [D] . Song, Xiaoming. 2011

机译：Malliavin演算，用于分数布朗运动和数值格式驱动的后向随机微分方程和随机微分方程。
6. REGULARITY THEOREMS FOR SOLUTIONS OF PARTIAL DIFFERENTIAL EQUATIONS WITH VARIABLE COEFFICIENTS [O] . Felix E. Browder 1957

机译：可变系数偏微分方程解的正则定理
7. A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations [O] . Li Juan, Tang Shanjian 2007

机译：倒向随机随机微分方程的局部严格比较定理和逆比较定理

A Comparison Theorem for Solution of the Fully Coupled Backward Stochastic Differential Equations

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