BSDE的逆比较定理的相关结论

Under the conditions of Lipschitz and g(t,0,0)=0,It studies the converse comparison theorem for backward stochastic differential equation and some related properties. It discusses the conditions about the converse comparison theorem holds with backward stochastic differential equation. It proves the equivalence relation for the solution with backward stochastic differential equation when the generator g is a monotone function on y.The converse comparison theorem holds for backward stochastic differential equation which on the generator g satisfies certain linear conditions about y,|y|,y+,y-.