EXISTENCE AND UNIQUENESS OF SOLUTIONS TO A BACKWARD STOCHASTIC DIFFERENTIAL EQUATION  

作　　者：Wei Liu Fengying Wei Ke Wang 

机构地区：[1]Dept.of Math.,Public Security Marine Police Academy [2]College of Math.and Computer Sci.,Fuzhou University [3]Dept.of Math.,Harbin Institute of Technology

出　　处：《Annals of Differential Equations》2013年第3期295-304,共10页微分方程年刊（英文版）

基　　金：Supported by NNSF of China(10171010);Scientifc Research Fund of Zhejiang Provincial Education Department(Y201329578)

摘　　要：A backward stochastic diferential equation is discussed in this paper. Under some weaker conditions than uniformly Lipschitzian condition given by Pardoux and Peng(1990), using Picard interaction and Cauchy sequence, the existence and uniqueness of the solutions to the backward stochastic diferential equation.A backward stochastic diferential equation is discussed in this paper. Under some weaker conditions than uniformly Lipschitzian condition given by Pardoux and Peng(1990), using Picard interaction and Cauchy sequence, the existence and uniqueness of the solutions to the backward stochastic diferential equation.

关 键 词：existence and uniqueness Picard iteration Cauchy sequence backward stochastic diferential equation 

分 类 号：O211.63[理学—概率论与数理统计]