| 带反射边界的倒向随机微分方程解的收敛性 |
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| 引用本文： | 邓伟,吴臻.带反射边界的倒向随机微分方程解的收敛性[J].应用概率统计,2011(4). |
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| 作者姓名： | 邓伟 吴臻 |
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| 作者单位： | 山东建筑大学理学院;山东大学数学与系统科学学院; |
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| 基金项目： | 国家自然科学基金(10921101); 国家973计划项目(2007CB814904); 山东省自然科学基金(JQ200801,2008BS01024); 山东大学杰出青年基金(2009JQ004)资助 |
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| 摘 要： | 对有界区间和无穷区间上带反射边界的倒向随机微分方程, 本文证明了其解的收敛性结果.
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| 关 键 词： | 反射倒向随机微分方程 一致有界 一致收敛 增过程 |
The Convergence Property of the Reflected Backward Stochastic Differential Equations |
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| Deng Wei,Wu Zhen.The Convergence Property of the Reflected Backward Stochastic Differential Equations[J].Chinese Journal of Applied Probability and Statisties,2011(4). |
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| Authors: | Deng Wei Wu Zhen |
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| Institution: | Deng Wei (Department of Mathematics,Shandong Jianzhu University,Jinan,250101 ) Wu Zhen (School of Mathematics and System Sciences,Shandong University,250100 ) |
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| Abstract: | The convergence property of the solution for finite horizon reflected backward stochastic equations was obtained in this paper. The same conclusion was also proved with infinite horizon. |
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| Keywords: | Reflected backword stochastic equations uniform boundness uniform convergence increasing process |
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