论文标题
在近美丁群和一类预期线性SDE上
On near-martingales and a class of anticipating linear SDEs
论文作者
论文摘要
本文的主要目的是证明近乎定理的可选可选，并为一类预期的线性随机微分方程建立解决性和较大的偏差。我们使用两种方法证明了解决方案的存在和唯一性：（1）使用ANSATZ AYED-KUO差异公式，以及（2）通过在Skorokhod意义上解释积分的新型编织技术。我们建立了弗里德林 - 温泽尔型大偏差，用于解决此类方程的解决方案。
The primary goal of this paper is to prove a near-martingale optional stopping theorem and establish solvability and large deviations for a class of anticipating linear stochastic differential equations. We prove the existence and uniqueness of solutions using two approaches: (1) Ayed-Kuo differential formula using an ansatz, and (2) a novel braiding technique by interpreting the integral in the Skorokhod sense. We establish a Freidlin-Wentzell type large deviations result for solution of such equations.
