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Reflected backward stochastic partial differential equations in a convex domain
Institution:1. School of Mathematics and Statistics, Wuhan University, China;2. School of Mathematics and Physics, Henan University of Urban Construction, China;1. Laboratoire de Mathématiques, CNRS-UMR 6205, Université de Bretagne Occidentale, avenue Victor Le Gorgeu, no. 6, 29238 Brest Cedex 3, France;2. School of Mathematics, Shandong University, Shanda South Road, no. 27, 250100 Jinan, PR China;3. Faculty of Mathematics, “Alexandru Ioan Cuza” University, Carol I Blvd., no. 11, 700506 Iaşi, Romania;4. Department of Mathematics, “Gheorghe Asachi” Technical University, Carol I Blvd., no. 11, 700506 Iaşi, Romania;5. Institut de Mathématiques de Marseille, Aix-Marseille Université, CNRS, Centrale Marseille, I2M, UMR 7373, rue F. Joliot-Curie, no. 39, 13453 Marseille Cedex 13, France;6. “Octav Mayer” Mathematics Institute of the Romanian Academy, Iaşi branch, Carol I Blvd., no. 8, 700506 Iasi, Romania
Abstract:
Keywords:Backward stochastic partial differential equations  Reflection problem  (Super-)parabolic condition  Forward backward stochastic differential equation  Random measures  Convexity
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