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一类具有一致连续系数的倒向重随机微分方程
  • ISSN号：1000-5862
  • 期刊名称：《江西师范大学学报：自然科学版》
  • 时间：0
  • 分类：O211.63[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]山东轻工业学院财政与金融学院,山东济南250100, [2]山东大学数学学院,山东济南250100
  • 相关基金：国家自然科学基金（10921101）资助项目
作者： 宋丽[1,2]
关键词： 倒向重随机微分方程, 倒向随机积分, 存在定理, backward doubly stochastic differential equation, backward stochastic integral, existence theorem
中文摘要：

利用倒向重随机微分方程解的比较定理和函数逼近方法讨论了一类具有一致连续系数的1维倒向重随机微分方程,得到了此类方程解的存在定理,推广了系数满足Lipschitz条件的情形.

英文摘要：

By comparison theorem of backward doubly stochastic differential equations and approximation of function,a class of one-dimensional backward doubly stochastic differential equations（BDSDEs） is studied,where the coefficients is uniformly continuous.An existence theorem for solutions of the class of BDSDEs is obtained,which generalizes the situation that the coefficient satisfy Lipschitz conditions.

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期刊信息
  • 《江西师范大学学报：自然科学版》
  • 北大核心期刊（2011版）
  • 主管单位:江西师范大学
  • 主办单位:江西师范大学
  • 主编：
  • 地址：南昌市紫阳大道99号
  • 邮编：330022
  • 邮箱：lk8506184@126.com
  • 电话：0791-88506814
  • 国际标准刊号：ISSN：1000-5862
  • 国内统一刊号：ISSN：36-1092/N
  • 邮发代号:44-56
  • 获奖情况:
  • 2009年中国高等学校自然科学学报研究会颁发“全国...,2009年被评为：第四届华东地区优秀期刊奖”,2008年教育部科技司授予“第2届中国高校优秀科技...,2008年江西省新闻出版局授予“第3届江西省优秀期...,2004年教育部科技司授予“全国高校优秀科技期刊二...
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  • 被引量:5205