欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
中文摘要：
利用两种方法证明由高维正倒向随机微分方程系统的解，给出一类拟线性抛物型偏微分方程系统惟一粘性解。
英文摘要：
It was proved with two different methods, that afunction expressed in terms of the solution of a multidimensionalbackward stochastic equation is indeed a unique viscosity solutionof a certain qusilinear parabolic partial differential equation.
同期刊论文项目
同项目期刊论文
Delay-dependent robust Stability and Stabilization for uncertain discrete-time singular systems with
Maximum Principle for Partially Observed Optimal Control of Fully Coupled Forward-backward Stochasti
Delay-dependent stability and H 1 control for uncertain discrete switched singular systems with time
The Quadratic-Form Identity for Constructing Hamiltonian Structures of The NLS–MKdV Hierarchy and Mu
Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamli
Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recur
Robust stability and H ∞ control for uncertain discrete Markovian jump singular systems with mode-de
Delay-dependent Stability and Stabilization of Uncertain Discrete-time Markovian Jump Singular Syste
Stochastic Optimization Theory of Backward Stochastic Differential Equations with Jumps and Viscosit
General Maximum Principles for Partially Observed Risk-Sensitive Optimal Control Problems and Applic
Stochastic maximum principle for a kind of risk-sensitive optimal control problem and application to
期刊信息
位置：