在Lipschitz条件下,利用Gronwall不等式、Young不等式和Ito公式等,得到了带跳的倒向重随机微分方程解的比较定理,说明了带跳的倒向重随机微分方程的系数和终端值越大,其解越大.
The comparison theorem of backward doubly stochastic differential equations with Poisson process (BDSDEP) can be obtained under Lipschitz condition by means of Gronwall inequality, Young inequality, and Ito formula, which means the solution increases with the coefficient and the terminal value of BDSDEP.