1) reflected backward stochastic differential equation with jumps
带跳反射倒向随机微分方程
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) 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。
6) Reflected backward stochastic differential equations (RBSDE)
带反射边界的倒向随机微分方程(RBSDE)
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