L~p SOLUTIONS TO BSDES WITH MONOTONIC AND UNIFORMLY CONTINUOUS GENERATORS

In this paper, we deal with Lp(p > 1) solutions to one dimensional backward stochastic differential equations(BSDEs) with discontinuous(left or right continuous)generators. We obtain an existence theorem of Lpsolutions to BSDEs whose generators are discontinuous, monotonic in y and uniformly continuous in z.  

Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/2

We are concerned with a class of neutral stochastic functional differential equations driven by fractional Brownian motion (fBm) in the Hilbert space. We obtain the global attracting sets of this kind of equations driven by fBm with Hurst parameter ћ ∈ (0, 1/2). Especially, some sufficient conditions which ensure the exponential decay in the p-th moment of the mild solution of the considered equations are obtained. In the end, one example is given to illustrate the feasibility and effectiveness of results obtained.  

中立型随机泛函微分方程的均方指数稳定性

本文使用一类新方法研究中立型随机泛函微分方程的均方指数稳定性.由此,一些新的关于所考虑的方程解的均方指数稳定性结果被获得,一些已有的结果被改进.最后通过分析一些实例阐述了我们获得的理论的有效性.