【摘要】 在本文中,在假定倒向随机微分方程的标准参数满足较弱条件的前提下,我们证明了倒向随机微分方程的生成元由相对应的倒向随机微分方程的终端条件所得到的初始值惟一决定.这个结果从另一方面也论证和推广了Peng的推测.更多还原

【Abstract】 In this paper,we assume that the standard parameters of backward stochastic differential equations(BSDEs) satisfy weak assumptions.We prove that the generator g of a BSDE can be uniquely determined by the initial values of the corresponding BSDEs with all terminal conditions.The result also confirms and extends Peng’s conjecture.更多还原