| 反射型的带跳倒向双重随机微分方程 |
| |
| 引用本文： | 范锡良,任永. 反射型的带跳倒向双重随机微分方程[J]. 应用数学, 2009, 22(4) |
| |
| 作者姓名： | 范锡良 任永 |
| |
| 作者单位： | 安徽师范大学数学系,安徽,芜湖,241000 |
| |
| 摘 要： | 证明了反射型的带跳倒向双重随机微分方程的解的存在唯一性.主要方法是Snell包和不动点定理.
|
| 关 键 词： | 反射型的带跳倒向双重随机微分方程 Poisson随机测度 Snell包 |
Reflected Backward Doubly Stochastic Differential Equation with Jumps |
| |
| FAN Xi-liang,REN Yong. Reflected Backward Doubly Stochastic Differential Equation with Jumps[J]. Mathematica Applicata, 2009, 22(4) |
| |
| Authors: | FAN Xi-liang REN Yong |
| |
| Abstract: | In this paper,we mainly prove the existence and uniqueness of a solution to reflected backward doubly stochastic differential equation with jumps.Main method is Snell envelope and the fixed point theorem. |
| |
| Keywords: | Reflected backward doubly stochastic differential equation with jumps Poisson random measure Snell envelope |
| 本文献已被 万方数据 等数据库收录！ |
|
