单调性条件下G-Brown运动驱动的倒向随机微分方程

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英文篇名：Backward Stochastic Differential Equations Driven by G-Brownian Motion Under a Monotonicity Condition 作者：宋阳 英文作者：SONG Yang;School of Mathematical Sciences, Fudan University; 关键词：G-Brown运动 ; 倒向随机微分方程 ; 单调性条件 英文关键词：G-Brownian motion;;Backward SDEs;;Monotonicity condition 中文刊名：SXNZ 英文刊名：Chinese Annals of Mathematics 机构：复旦大学数学科学学院; 出版日期：2019-05-15 出版单位：数学年刊A辑(中文版) 年：2019 期：v.40 基金：国家自然科学基金(No.11631004);; 上海市领军人才培养计划(No.14XD1400400)的资助 语种：中文; 页：SXNZ201902006 页数：22 CN：02 ISSN：31-1328/O1 分类号：69-90

摘要

研究了由G-Brown运动驱动的倒向随机微分方程■解的存在唯一性问题.其生成元f关于z是Lipschitz连续的,关于y是线性增长且满足单调性条件.
        In this paper, the solution of backward stochastic differential equations driven by a G-Brownian motion(G-BSDE for short):■is studied,with a generator which is Lipschitz in Z, uniformly continuous with linear growth and satisfying a monotonicity condition in Y.

引文

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