| On Comparison Theorem and Solutions of BSDEs for Levy Processes |
| |
| 作者姓名： | Qing Zhou |
| |
| 作者单位： | School of Science, Beijing University of Posts and Telecommunications, Beijing 100876, China |
| |
| 基金项目： | Supported by the National Natural Science Foundation of China （No. 10671205）.Acknowledgment. The author would like to thank an anonymous referee for the helpful comments and suggestions, she also would like to thank Professors Yan J., Peng S. and Xia J. for their help. |
| |
| 摘 要： |
|
| 关 键 词： | 随机微分方程式 比较理论 数学研究 解决方案 |
| 收稿时间： | 3 July 2006 |
| 修稿时间： | 2006-07-032007-03-15 |
On Comparison Theorem and Solutions of BSDEs for Lévy Processes |
| |
| Qing Zhou.On Comparison Theorem and Solutions of BSDEs for Levy Processes[J].Acta Mathematicae Applicatae Sinica,2007,23(3):513-522. |
| |
| Authors: | Qing Zhou |
| |
| Affiliation: | (1) School of Science, Beijing University of Posts and Telecommunications, Beijing, 100876, China |
| |
| Abstract: | In this paper, we consider backward stochastic differential equations driven by a Levy process. A comparison theorem and an existence and uniqueness theorem of BSDEs with non-Lipschitz coefficients are obtained. |
| |
| Keywords: | Backward stochastic differential equation Comparison theorem |
| 本文献已被 维普 SpringerLink 等数据库收录！ |
