1) backward stochastic evolution equation with jumps
带跳倒向随机发展方程
2) semilinear backward stochastic evolution equation with jumps
带跳半线性倒向随机发展方程
3) backward stochastic differential equations with jumps
带跳倒向随机微分方程
1.
A stability theorem of the solutions is derived to the following backward stochastic differential equations with jumps y~ε_t=ξ~ε+∫~T_tf~ε(s,y~ε_s,z~ε_s,v~ε_s)ds-∫~T_tz~ε_sdw_s-∫~T_t∫_Uv~ε_s(z)(ds,dz),ε≥0,t∈ under non-Lipschitz condition and the main tool is a corollary of the Bihari inequality.
证明了带跳倒向随机微分方程列ytε=ξε+∫tTfε(s,ysε,zsε,vsε)ds-∫tTzsεdws-∫∫tTUvεs(z)N(ds,dz),ε≥0,t∈[0,T]在非Lipschitz条件下其解的稳定性;使用的主要工具是Bihari不等式的一个推论。
4) Backward stochastic evolution equation
倒向随机发展方程
1.
In this paper,we consider the following backward stochastic evolution equationx(t)+∫ T tf(s,x(s),y(s)) d s+∫ T t[g(s,x(s))+y(s)] d W(s)=X(1) t∈ .
讨论如下一类抽象空间中的倒向随机发展方程:dx(t)=f(t,x(t),y(t))dt+[g(t,x(t))+y(t)]dW(t)x(T)=X{这一工作,是在S。
6) reflected backward stochastic differential equation with jumps
带跳反射倒向随机微分方程
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