研究了超前倒向随机微分方程的解中关于Z的性质,给出了使得Z有界的充分条件。并将其应用到时滞随机控制系统中,得到一类时滞最优控制的显示解。
The properties in respect to Z,the second part solution process of a new type anticipated backward stochastic differential equations (anticipated BSDE) are studied.One sufficient condition is given under which Z is bounded.We apply our result in finding the explicit form of optimal control in the stochastic control problem with delay.