Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian Motions

The local existence and uniqueness of the solutions to backward stochastic differential equations(BSDEs, in short) driven by both fractional Brownian motions with Hurst parameter H ∈(1/2, 1) and the underlying standard Brownian motions are studied. The generalization of the It formula involving the fractional and standard Brownian motions is provided. By theory of Malliavin calculus and contraction mapping principle, the local existence and uniqueness of the solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions are obtained.     

高阶退化情形下的Arnold定理

研究近可积Hamilton系统不变环面的保持性, 其中和满足Rüssmann高阶非退化条件. 主要克服了在Rüssmann条件下摄动项阶数不够高以及含小参数频率的部分小性进行测度估计时所造成的困难.