论文标题
Martingale分解和BSDE在时间尺度上
Martingale Decomposition and BSDE on Time Scales
论文作者
论文摘要
在本文中，我们在时间尺度上介绍了Martingale分解。我们在时间尺度上建立了相关的向后随机动态方程（本文BS $ \ nabla $ e，有关$ \ nabla $ intermentem in Time量表），该方程在时间范围内），该方程在时间尺度上），该方程在时间尺度上），该方程将向后的随机微分方程和后退随机差方程统一。我们证明了bs $ \ nabla $ e的存在和唯一定理。这项工作可以被视为在向后随机差方程和向后随机微分方程中的统一和相似结果的概括。
In this paper, we present martingale decomposition on time scales. We establish the related backward stochastic dynamic equations on time scales (this paper BS$\nabla$E for short, concerning $\nabla$-integral on time scales) which unify backward stochastic differential equations and backward stochastic difference equations. We prove the existence and uniqueness theorem of BS$\nabla$E. This work can be considered as a unification and a generalization of similar results in backward stochastic difference equations and backward stochastic differential equations.
