高维倒向重随机微分方程的比较定理及其应用
omparison Theorems of the multi-dimensional BDSDEs and Applications
考虑了一类倒向重随机微分方程(BDSDE),我们得到了高维倒向重随机微分方程的比较定理.利用比较定理,我们得到了连续系数条件下的高维倒向重随机微分方程解的存在性.
class of backward doubly stochastic differential equations(BDSDEs) are studied. We obtain a comparison theorem of these multi-dimension BDSDEs. We also derive the existence of solutions for this multi-dimension BDSDEs with continuous coefficients as its applications.
石玉峰、朱波、韩宝燕
数学
倒向重随机微分方程比较定理高维倒向随机积分.
backward doubly stochastic differential equations comparison theorem the multi-dimension backward stochastic integral.
石玉峰,朱波,韩宝燕.高维倒向重随机微分方程的比较定理及其应用[EB/OL].(2005-08-31)[2025-08-18].http://www.paper.edu.cn/releasepaper/content/200508-195.点此复制
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