中文摘要：

彭实戈[1]首先建立了一维倒向随机微分方程的比较定理,本文在Lipschitz条件下研究由连续半鞅驱动的倒向随机微分方程,我们将比较定理推广到此类倒向随机微分方程,并且证明方法比彭实戈[1]的更加直接和简单.

英文摘要：

Comparison theorem for solutions of one-dimensional backward stochastic equa- tion （BSDE for short） was first established by Peng [1]. In this paper, we study the BSDEs drivenby continuous semi-martingale satisfying Lipschitz condition. We generalize the comparison theo- rem to this case and prove it by using techniques which are different from those of Peng [1]. Our method is more direct and simpler.