论文标题
与高斯Volterra工艺相关的与非线性后向随机微分方程相关的部分微分方程
Partial differential equations associated to non linear backward stochastic differential equations with Gaussian Volterra processes
论文作者
论文摘要
在本文中，我们概括为高斯Volterra处理一类非线性后退随机微分方程（BSDE）的解决方案的存在和独特性，并建立了非线性BSDE与部分差分方程（PDE）之间的关系。证明了BSDE解决方案的比较定理，并研究了其定律的连续性。
In this paper, we generalize to Gaussian Volterra processes the existence and uniqueness of solutions for a class of non linear backward stochastic differential equations (BSDE) and we establish the relation between the non linear BSDE and the partial differential equation (PDE). A comparison theorem for the solution of the BSDE is proved and the continuity of its law is studied.
