系数连续的反射倒向随机微分方程的#br# 表示定理与逆比较定理

DOI10.6040/J.ISSN.1671-9352.0.2013.443zbMath1313.60119OpenAlexW2898883740MaRDI QIDQ2924769

Lichao Feng, Qiumei Liu, Shi-qiu Zheng

Publication date: 3 November 2014

Full work available at URL: http://lxbwk.njournal.sdu.edu.cn/CN/10.6040/j.issn.1671-9352.0.2013.443

zbMATH Keywords

representation theorembackward stochastic differential equationsconverse comparison theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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