| 多维双重倒向随机微分方程比较定理 |
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| 引用本文： | 卢英,孙晓君. 多维双重倒向随机微分方程比较定理[J]. 纺织高校基础科学学报, 2006, 19(4): 313-317 |
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| 作者姓名： | 卢英 孙晓君 |
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| 作者单位： | 东华大学,理学院,上海,200051 |
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| 摘 要： | 利用Gronwall不等式和It公式,证明了在系数非Lipschitz连续的条件下,多维双重倒向随机微分方程解的比较定理.
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| 关 键 词： | 双重倒向随机微分方程 比较定理 Gronwall不等式 |
| 文章编号： | 1006-8341（2006）04-0313-05 |
| 收稿时间： | 2006-06-11 |
| 修稿时间： | 2006-06-11 |
Comparision theorem for multi-dimensional backward doubly stochastic differential equations |
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| LU Ying,SUN Xiao-jun. Comparision theorem for multi-dimensional backward doubly stochastic differential equations[J]. Basic Sciences Journal of Textile Universities, 2006, 19(4): 313-317 |
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| Authors: | LU Ying SUN Xiao-jun |
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| Affiliation: | School of Seienee,Donghua University,Shanghai 200051 ,China |
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| Abstract: | By using the Gronwall inequality and Itoe formula,the comparison theorem was proved for the solutions of the multi-idmensional backward doubly stochastic differential equations under non-Lipschitz condition. |
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| Keywords: | backward doubly stochastic differential equations comparison theorem Gronwall inequality |
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