共查询到11条相似文献,搜索用时 15 毫秒
1.
In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs). We obtain a comparison
theorem and a uniqueness theorem for BDSDEs with continuous coefficients. 相似文献
2.
Qian Lin 《Applied mathematics and computation》2011,217(22):9322-9333
In this paper, we deal with one dimensional backward doubly stochastic differential equations (BDSDEs). We obtain existence theorems and comparison theorems for solutions of BDSDEs with weak assumptions on the coefficients. 相似文献
3.
该文研究了非Lipschitz条件下的倒向重随机微分方程, 给出了此类方程解的存在唯一性 定理, 推广Pardoux和Peng 1994年的结论; 同时也得到了此类方程在非Lipschitz条件下的比较定理, 推广了Shi,Gu和Liu 2005年的结果. 从而推广倒向重随机微分方程在随机控制和随机偏微分方程在 粘性解方面的应用. 相似文献
4.
Qian Lin 《数学学报(英文版)》2010,26(8):1525-1534
In this paper, we deal with a class of one-dimensional backward doubly stochastic differential equations (BDSDEs). We obtain a generalized comparison theorem and a generalized existence theorem of BDSDEs. 相似文献
5.
In this paper we study the existence of stationary solutions for stochastic partial differential equations. We establish a new connection between valued solutions of backward doubly stochastic differential equations (BDSDEs) on infinite horizon and the stationary solutions of the SPDEs. Moreover, we prove the existence and uniqueness of the solutions of BDSDEs on both finite and infinite horizons, so obtain the solutions of initial value problems and the stationary solutions (independent of any initial value) of SPDEs. The connection of the weak solutions of SPDEs and BDSDEs has independent interests in the areas of both SPDEs and BSDEs. 相似文献
6.
In this paper, the authors establish the existence and uniqueness theorem of Lp (1 < p ≤ 2) solutions for multidimensional backward doubly stochastic differential equations (BDSDEs for short) under the p-order globally (locally) weak monotonicity conditions. Comparison theorem of Lp solutions for one-dimensional BDSDEs is also proved.These conclusions unify and generalize some known results. 相似文献
7.
Hui-nan Leng 《应用数学学报(英文版)》2016,32(2):407-422
In this paper we consider infinite horizon backward doubly stochastic differential equations (BDSDEs for short) coupled with forward stochastic differential equations, whose terminal functions are non-degenerate. For such kind of BDSDEs, we study the existence and uniqueness of their solutions taking values in weighted L p (dx)?L 2(dx) space (p ≥ 2), and obtain the stationary property for the solutions. 相似文献
8.
In this work the existence of solutions of one-dimensional backward doubly stochastic differential equations (BDSDEs) with coefficients left-Lipschitz in y (may be discontinuous) and Lipschitz in z is studied. Also, the associated comparison theorem is obtained. 相似文献
9.
Boualem Djehiche 《Journal of Mathematical Analysis and Applications》2011,384(1):63-69
In this note, nonlinear stochastic partial differential equations (SPDEs) with continuous coefficients are studied. Via the solutions of backward doubly stochastic differential equations (BDSDEs) with continuous coefficients, we provide an existence result of stochastic viscosity sub- and super-solutions to this class of SPDEs. Under some stronger conditions, we prove the existence of stochastic viscosity solutions. 相似文献
10.