1) Backward stochastic partial differential equations(BSPDEs)
倒向随机偏微分方程
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 stochastic differential equations
倒向随机微分方程
1.
Continuous dependence of the solution of multi-dimensional reflected backward stochastic differential equations on the parameters;
多维反射倒向随机微分方程的解对参数的连续依赖性
2.
A stability theorem of the solutions to backward stochastic differential equations under non-Lipschitz condition;
非Lipschitz条件下倒向随机微分方程解的稳定性
3.
The local and global existence and uniqueness are proved for the solution of Duffi-Epstein type backward stochastic differential equations with non-Lipschitz coefficients.
在系数满足一类非Lipschitz条件下证明了Duffie-Epstein框架下倒向随机微分方程的局部与整体解的存在唯一性并研究了解的稳定性问题。
4) ckward stochastic differential equation of It(?) type
Ito型倒向随机微分方程
5) BSDE
倒向随机微分方程
1.
Comparison theorem for solution Z of BSDEs;
倒向随机微分方程解Z的比较定理(英文)
2.
The limitation theorem of g-supersolution for BSDEs under non-Lipschitzian coefficient;
非Lipschitz条件下的倒向随机微分方程的g-上解的极限定理
3.
Control Theorem of BSDE s Solution;
倒向随机微分方程解的控制定理
6) Backward Stochastic Differential Equation of I_(to)Type
I_(to)型倒向随机微分方程
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