| 非Lipschitz条件下两边界反射型倒向随机微分方程的解 |
| |
| 引用本文： | 胡兰英,朱跃峰,夏宁茂.非Lipschitz条件下两边界反射型倒向随机微分方程的解[J].数学季刊,2007,22(4). |
| |
| 作者姓名： | 胡兰英 朱跃峰 夏宁茂 |
| |
| 基金项目： | 安徽师范大学校科研和教改项目 |
| |
| 摘 要： |
|
On Solutions of B SDE with Two Barriers Under Non-Lipschitz Condition |
| |
| REN Yong,HU Lan-ying,ZHU Yue-feng,XIA Ning-mao,REN Yong.On Solutions of B SDE with Two Barriers Under Non-Lipschitz Condition[J].Chinese Quarterly Journal of Mathematics,2007,22(4). |
| |
| Authors: | REN Yong HU Lan-ying ZHU Yue-feng XIA Ning-mao REN Yong |
| |
| Abstract: | |
| |
| Keywords: | backward stochastic differential euqation barrier penalization method |
| 本文献已被 万方数据 等数据库收录！ |
|
