Infinite Interval Backward Stochastic Differential Equations in the Plane  

作　　者：Yan-ling GuSchool of Mathematics and System Sciences, Shandong University, Jinan 250100, China 

出　　处：《Acta Mathematicae Applicatae Sinica》2003年第3期485-490,共6页应用数学学报（英文版）

基　　金：Doctor Promotional Foundation of Shandong Province (Grant 02BS127).

摘　　要： This paper studies the existence and uniqueness of solution of infinite interval backward stochastic differential equation (BSDE) in the plane driven by a Brownian sheet.This paper studies the existence and uniqueness of solution of infinite interval backward stochastic differential equation (BSDE) in the plane driven by a Brownian sheet.

关 键 词：Two-parameter mixed type BSDE 

分 类 号：O211.63[理学—概率论与数理统计]