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| 引用本文： | ����. �������Ͳ��������������ĵ���������ַ���[J]. 应用概率统计, 2016, 32(6): 632-642 |
| 作者姓名： | ���� |
| 作者单位： | ??????????????????????? |
| 摘 要： | |
| 关 键 词： | ??????????????? ?????? ?????????? Yamada-Watanabe???? ???Ψ??? |
backward doubly stochastic differential equations |
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| YANG Xu. backward doubly stochastic differential equations[J]. Chinese Journal of Applied Probability and Statisties, 2016, 32(6): 632-642 | |
| Authors: | YANG Xu |
| Affiliation: | School of Mathematics and Information Science, Beifang University of Nationalities |
| Abstract: | ??A class of backward doubly stochastic differential equations driven by white noises and Poisson random measures are studied in this paper. The definitions of solutions and Yamada-Watanabe type theorem to this equation are established. |
| Keywords: | backward doubly stochastic differential equations white noises Poisson random measures Yamada-Watanabe theorem pathwise uniqueness |
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