Thispaperprovesthat,underthehypothesisg(t,0,0)≡0andsomenaturalassumptions,thegeneratorgofabackwardstochasticdifferentialequationcanbeuniquelydeterminedbythecorrespondingg-expectationswithallterminalconditions.ThemainresultofthispaperalsoconfirmsandextendsPengShige'sconjecture.
数学学报：英文版
2004年5期
