| 非Lipschitz条件下的包含下微分算子的带跳倒向随机微分方程(英文) |
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| 引用本文： | 张孟.非Lipschitz条件下的包含下微分算子的带跳倒向随机微分方程(英文)[J].数学杂志,2012,32(5):816-824. |
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| 作者姓名： | 张孟 |
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| 作者单位： | 中山大学数学与计算科学学院,广东广州,510275 |
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| 基金项目： | Supported by National Natural Science Foundation of China(10871215) |
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| 摘 要： | 本文在非Lipschitz系数下,考虑了一类多值的倒向随机微分方程.利用极大单调算子的Yosida估计和倒向随机微分方程在非Lipschitz条件下解的存在唯一性,获得了多值带跳的倒向随机微分方存在唯一解的结论.
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| 关 键 词： | 带跳的倒向随机微分方程 非lipschitz Yosida估计 下微分算子 |
BSDE WITH JUMPS INVOLVING A SUBDIFFERENTIAL OPERATOR WITH NON-LIPSCHITZ COEFFICIENT |
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| ZHANG Meng.BSDE WITH JUMPS INVOLVING A SUBDIFFERENTIAL OPERATOR WITH NON-LIPSCHITZ COEFFICIENT[J].Journal of Mathematics,2012,32(5):816-824. |
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| Authors: | ZHANG Meng |
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| Institution: | ZHANG Meng (School of Mathematics and Computational Science, Sun Yat-sen University, Guangzhou 510275, China) |
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| Abstract: | |
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| Keywords: | BSDE with jumps non-Lipschitz Yosida approximation subdifferential operator |
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