1) reflected backward doubly stochastic differential equations
反射倒向重随机微分方程
2) reflected backward stochastic differential equation
反射倒向随机微分方程
1.
The converse comparison problem of reflected backward stochastic differential equations(RBSDEs) with double obstacles was explored,and some converse comparison theorems for the generators under some suitable conditions were established.
讨论了带有双障碍的反射倒向随机微分方程的逆比较问题,在适当的条件下建立了几个关于其生成元的逆比较定理。
4) 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。
5) 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。
6) 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
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