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Huang and Lin proposed the weak solution concept for Backward Stochastic Differential Equation This paper based on the predecessor's work , gives the weak solution concept for Backward Stochastic Differential Equation with continuous martingale,uses the Girsanov transformation, obtains its weak solution of the existence of a necessary and sufficient conditions, and on this basis obtains its weak solution of the existence of sufficient conditions,these sufficient conditions weakened the drifting coefficient which requested in the existence uniqueness of strong solution to satisfy the Lipschitz condition the request.

本文在前人研究的基础上,给出由连续鞅驱动的倒向随机微分方程弱解的概念,利用Girsanov变换,得到其弱解存在的存在的一个充分必要条件,并在此基础上得到了其弱解存在的一些充分条件,这些充分条件减弱了在强解的存在唯一性中要求的漂移系数满足Lipschitz条件的要求。

In this article, we discuss the solution ofbackward stochastic differential equation and the generalizes comparison theorem and concernedthe relation between g-Expection and the minimum expection.

本文主要讨论如上倒向随机微分方程的解的情况及相应的g-期望的性质以及其在数学金融方面的应用。

Suzanne Vega - Tom's Dinner I am sitting in the morning At the diner on the corner I am waiting at the counter For the man to pour the coffee And he fills it only halfway And before I even argue He is looking out the window At somebody coming in "It is always nice to see you" Says the man behind the counter To the woman who has come in She is shaking her umbrella And I look the other way As they are kissing their hellos I'm pretending not to see them And instead I pour the milk And I open up the paper There's a story of an actor Who had died while he was drinking It was no one I had heard of And I'm turning to the horoscope And looking for the funnies When I'm feeling someone watching me And so I raise my head There's a woman on the outside Looking inside. Does she see me?

清晨, 我坐在拐角处的小饭馆在吧台前,等那个男人给我倒咖啡他居然只倒了一半的量---我正想跟他抗议他看向窗外,有人快要进来"见到你总是很高兴"吧台后的男人对进来的女人说女人正抖落伞上的水珠我转头看向另一边他们亲吻对方装着没有注意他们我倒了些牛奶打开报纸有篇关于一个演员的文章在他饮酒时死去不过是某个人物罢了我开始看星象栏目寻找有趣的东西突然感觉有人在注视我于是抬起头外面有个女人正看向里面她看见我了么?

It has important significance to consider backward stochastic Volterra type integral equation in infinite dimensional space.By a similar calculation as in the second part,we study this kind of equations driven by cylindrical Brownian motion under non-Lipschitz condition.

3在无穷维空间中研究倒向随机Volterra型方程也是有着重要意义的,论文利用与第二部分相同的思路将前面的结果推广到无穷维中,在非Lipschitz条件下对由柱Brown运动驱动的这种方程建立了解的存在唯一性。

In part 3, utilizing the existing Lipschitz results and the property of Yosida approximation of monotone and continuous function, we prove the existence and uniqueness theorem of a general backward stochastic differential equation with monotone and continuous coefficient.

第三部分在系数仅满足单调连续这样一个新条件下,我们综合运用单调连续函数的Yosida逼近的性质以及Lipschitz条件下的已有结果,证明了一般形式的倒向随机微分方程解的存在唯一性。

Our analysis framework relies on the reflected Backward Stochastic Differential equation approach.We characterize the value functions of the noncallable bonds in terms of the reflected Backward Stochastic Differential equation,Then the relationship between the value function of convertible bonds and reflected backward stochastic differential equations with single reflect is built at the same time,and provide the optimal conversion strategy for bondholders.2:We get the value of non-callable convertible bonds by numerical methods.

探讨了可转换债券的最优停时价值与带反射边界倒向随机微分方程解的关系,在市场完备,公司价值只包括股权和可转债这两种权益等各种假定下,给出不可赎回可转换债券的价值函数,证明了不可赎回可转换债券的最优停时问题的解是存在的,同时给出了其最优的转换策略。2:通过数值方法求解不可赎回可转换债券的价值。

And he said, Espagniole; and being a little recover'd, let me know by all the Signs he could possibly make, how much he was in my Debt for his Deliverance; Seignior, said I, with as much Spanish as I could make up, we will talk afterwards; but we must fight now; if you have any Strength left, take this Pistol, and Sword, and lay about you; he took them very thankfully, and no sooner had he the Arms in his Hands, but as if they had put new Vigour into him, he flew upon his Murtherers, like a Fury, and had cut two of them in Pieces, in an instant; for the Truth is, as the whole was a Surprize to them; so the poor Creatures were so much frighted with the Noise of our Pieces, that they fell down for meer Amazement, and Fear; and had no more Power to attempt their own Escape, than their Flesh had to resist our Shot; and that was the Case of those Five that Friday shot at in the Boat; for as three of them fell with the Hurt they receiv'd, so the other two fell with the Fright.

我一路向那可怜的俘虏跑去。前面已经说过,那可怜的有胡子的人这时正躺在野人们所坐的地方和大海之间的沙滩上。那两个正要动手杀他的屠夫,在我们放头一枪时,早已吓得魂不附体。他们丢开了俘虏,拼命向海边跑去,跳上了一只独木船。这时,那群野人中也有三个向同一方面逃跑。我回头吩咐星期五,要他追过去向他们开火。他立即明白了我的意思。向前跑了约四十码,跑到离他们较近的地方,就向那批野人开枪。起初我以为他把他们通通打死了,因为我看到他们一下子都倒在船里了。可是不久我又看到他们中有两个人很快又坐起来。尽管这样,他也打死了两个,打伤了一个;那个受伤的倒在船舱里,仿佛死了一般。

The Regis's daughter took a moment to absorb the scene before she collapsed into Scott's slapdash embrace, sighing."I knew you'd return for me, Scott, I knew you'd return."

雷吉斯的女儿吃惊的看着眼前发生的一切,倒向了斯科特仓促的拥抱,叹息着:"我知道你会回来找我的,斯科特,我知道你会回来。"

Turning around,I sawthe gigantic armed transport vessel, the dark green side of which blocked my upward viewsilently.The echocreated by the refractionof my view in the mistkept beatingmy broad chest.On the vessel, two pairs of boat davits werelying idle. Theircolossallight grey steel frames resembled crab legs that stood on end andprotrudedfrom both sides.

回首,庞大的武装运输舰,正以郁绿的舷壁无言地挡回我仰视的目光,目光在鸿蒙中折射的回声,撞击著我空阔的胸腔;舰艗上空闲出来的两对小艇吊架,浅灰色的巨形钢架,犹如倒竖的蟹脚向两侧伸起。

A condition of ingrowing hairs about an orifice, especially ingrowing eyelashes.

倒睫,倒生毛在某一孔洞周围的毛发向内倒转生长的状态,特指睫毛向内倒转生长

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Do you know, i need you to come back

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