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一般正倒向重随机微分方程的解

朱庆峰 石玉峰 宫献军

朱庆峰, 石玉峰, 宫献军. 一般正倒向重随机微分方程的解[J]. 应用数学和力学, 2009, 30(4): 484-494.
引用本文: 朱庆峰, 石玉峰, 宫献军. 一般正倒向重随机微分方程的解[J]. 应用数学和力学, 2009, 30(4): 484-494.
ZHU Qing-feng, SHI Yu-feng, GONG Xian-jun. Solutions of General Forward-Backward Doubly Stochastic Differential Equations[J]. Applied Mathematics and Mechanics, 2009, 30(4): 484-494.
Citation: ZHU Qing-feng, SHI Yu-feng, GONG Xian-jun. Solutions of General Forward-Backward Doubly Stochastic Differential Equations[J]. Applied Mathematics and Mechanics, 2009, 30(4): 484-494.

一般正倒向重随机微分方程的解

基金项目: 国家自然科学基金资助项目(10771122);山东省自然科学基金资助项目(Y2006A08);国家重点基础研究发展计划(973计划,2007CB814900)
详细信息
    作者简介:

    朱庆峰(1978- ),男,山东泰安人,讲师,硕士(E-mail:zhuqf508@sohu.com);石玉峰,教授(联系人.E-mail:yfshi@sdu.edu.cn).

  • 中图分类号: O211.63;O211.5

Solutions of General Forward-Backward Doubly Stochastic Differential Equations

  • 摘要: 研究了一类正倒向重随机微分方程,其涵盖了以前的包括随机Hamilton系统的很多情况.通过连续性方法,在较弱的单调条件下得到了其解的存在唯一性结果.然后研究了正倒向重随机微分方程的解依赖于参数的连续性和可微性.
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出版历程
  • 收稿日期:  2008-03-13
  • 修回日期:  2009-02-27
  • 刊出日期:  2009-04-15

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