2) forward-backward stochastic differential equations with Poisson jumps
跳扩散正-倒向随机微分方程
1.
Existence and uniqueness and comparison theorems of solutions to infinite horizon forward-backward stochastic differential equations with Poisson jumps(FBSDEs) are discussed.
研究了无穷水平跳扩散正-倒向随机微分方程解的存在唯一性以及比较定理。
3) jump-diffusion forward-backward stochastic differential equations
跳跃扩散型正倒向随机微分方程
4) Jump-diffusion stochastic differential equations
跳跃扩散型随机微分方程
6) 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。
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