倒向随机微分方程由Pardoux和彭实戈[3]首先提出,彭实戈[4]给出了一维BSDE的比较定理,周海滨[6]将其推广到了高维情形.毛学荣[2]将倒向随机微分方程解的存在唯一性定理推广到非Lipschitz系数情况,曹志刚和严加安[1]给出了相应的一维比较定理.本文将曹志刚和严加安的比较定理推广到高维情形.%Backward stochastic different ial equations (BSDE, for short) were first introduced by Pardoux-Peng[3], and a comparison theorem for solutions of one-dimensional BSDE were established by Peng[4], which Zhou[6] has generalized to the multi-dimensional case. Mao[2] has generalized the existence and unique theorem to the case of non-Lipschitzian coefficients, and then Cao-Yan[1] established a comparison theorem for solutions of onedimensional case. In the present paper, we generalize Cao-Yan's comparison theorem to the multi-dimensional csse.
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