1) backward doubly stochastic differential equations
倒向重随机微分方程
1.
Backward Doubly Stochastic Differential Equations under Non-Lipschitzian Coefficient;
非Lipschitz条件下的倒向重随机微分方程
2.
We establish a new connection between solutions of backward doubly stochastic differential equations(BDSDEs)on infinite horizon and the station-ary solutions of the SPDEs.
我们首次将无穷区间上的倒向重随机微分方程(BDSDE)的解与SPDE的平稳解联系起来。
3.
The comparison theorem of backward doubly stochastic differential equations(BDSDE) with jump can be obtained under non-Lipschitz condition by means of Gronwall inequality and Ito\'s formula.
研究了一类带跳的倒向重随机微分方程在非Lipschitz条件下的比较定理。
2) backward doubly stochastic differential equation
倒向重随机微分方程
1.
The comparison theorem of backward doubly stochastic differential equations with Poisson process(BDSDEP) can be obtained under Lipschitz condition by means of Gronwall inequality,Young inequality,and It formula,which means the solution increases with the coefficient and the terminal value of BDSDEP.
在Lipschitz条件下,利用Gronwall不等式、Young不等式和Ito^公式等,得到了带跳的倒向重随机微分方程解的比较定理,说明了带跳的倒向重随机微分方程的系数和终端值越大,其解越大。
3) backward doubly stochastic differential equations
双重倒向随机微分方程
1.
Comparision theorem for multi-dimensional backward doubly stochastic differential equations;
多维双重倒向随机微分方程比较定理
4) forward-backward doubly stochastic differential equations
正倒向重随机微分方程
1.
The existence and uniqueness for the solution of forward-backward doubly stochastic differential equations were obtained under local Lipschitz condition,where the time duration could be arbitrarily given.
在局部Lipschitz条件下,得到了任意给定时间区间上,正倒向重随机微分方程解的存在惟一性结果。
2.
A general type of forward-backward doubly stochastic differential equations(FBDSDEs in short) was studied, which extends many important equations well studied before, including stochastic Hamiltonian systems.
研究了一类正倒向重随机微分方程,其涵盖了以前的包括随机Hamilton系统的很多情况。
5) Backward doubly stochastic differential equation (BDSDE)
重随机倒向随机微分方程
补充资料：随机微分方程
见随机积分。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条