首页 | 本学科首页   官方微博 | 高级检索  
相似文献
 共查询到10条相似文献,搜索用时 62 毫秒
1.
In this paper, we study one-dimensional reflected backward doubly stochastic differential equations (RBDSDEs) with one continuous barrier and discontinuous (left or right continuous) monotone generator. An existence theorem and a comparison theorem for solutions of the class of RBDSDEs are established. Some known results are extended.  相似文献   

2.
We prove the existence and uniqueness of a solution for reflected backward doubly stochastic differential equations (RBDSDEs) driven by Teugels martingales associated with a Lévy process, in which the obstacle process is right continuous with left limits (càdlàg), via Snell envelope and the fixed point theorem.  相似文献   

3.
We prove the existence and uniqueness of solutions to Reflected Backward Doubly Stochastic Differential Equations (RBDSDEs) with one continuous barrier and uniformly Lipschitz coefficients. The existence of a maximal and a minimal solution for RBDSDEs with continuous generator is also established. To cite this article: K. Bahlali et al., C. R. Acad. Sci. Paris, Ser. I 347 (2009).  相似文献   

4.
In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs). We obtain a comparison theorem and a uniqueness theorem for BDSDEs with continuous coefficients.  相似文献   

5.
股票价格在漂移项和扩散项具有时滞,且股票在期权有效期内支付连续红利时,利用鞅表示定理和Girsanov定理得到了期权价格的闭式解.研究表明,股票价格在漂移项和扩散项具有时滞时,股票支付红利时对期权价格有一个调整.  相似文献   

6.
In [H. Ye, A.N. Michel, L. Hou, Stability theory for hybrid dynamical systems, IEEE Transactions on Automatic Control 43 (4) (1998) 461–474] we established, among other results, a set of sufficient conditions for the uniform asymptotic stability of invariant sets for discontinuous dynamical systems (DDS) defined on metric space, and under some additional minor assumptions, we also established a set of necessary conditions (a converse theorem). This converse theorem involves Lyapunov functions which need not necessarily be continuous. In the present paper, we show that under some additional very mild assumptions, the Lyapunov functions for the converse theorem need actually be continuous.  相似文献   

7.
关于weierstrass逼近定理的几点注记   总被引:2,自引:0,他引:2  
Weierstrass逼近定理是函数逼近论中的重要定理之一,定理阐述了闭区间上的连续函数可以用一多项式去逼近.将该定理进行推广:即使一个函数是几乎处处连续的,也不一定具有与连续函数相类似的逼近性质,但是一个处处不连续的函数却有可能具有这样的性质.证明了定义在闭区间上且与连续函数几乎处处相等的函数具有类似的逼近性质,并给出了weierstrass逼近定理的一个推广应用.  相似文献   

8.
锥线性算子的延拓定理   总被引:2,自引:0,他引:2  
建立了一种锥分离定理,据此证明了锥线性算子的延拓定理,作为应用,给出了正线性算子的延拓定理。  相似文献   

9.
In this paper, we establish a local representation theorem for generators of reflected backward stochastic differential equations (RBSDEs), whose generators are continuous with linear growth. It generalizes some known representation theorems for generators of backward stochastic differential equations (BSDEs). As some applications, a general converse comparison theorem for RBSDEs is obtained and some properties of RBSDEs are discussed.  相似文献   

10.
李国亮 《数学杂志》2003,23(2):166-168
本文应用紧集上的连续函数是一致连续的性质,推广并证明了著名的Slutsky定理。  相似文献   

设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号