中文 English version
  • Home
  • About
  • Guide
  • Editorial Board
  • Email Alert
  • Subscription
  • Archive
  • Contact
    • 范锡良.由Levy过程驱动的双边反射型倒向随机微分方程的一般结果[J].数学年刊A辑,2012,33(4):497~516
    由Levy过程驱动的双边反射型倒向随机微分方程的一般结果
    Some General Results of DRBSDEs Driven by Levy Processes
      
    DOI：
    中文关键词:  反射型倒向随机微分方程  Teugels鞅  Snell包络  局部解  比较定理
    英文关键词:Reflected backward stochastic differential equation, Teugels mar- tingale, Snell envelope, Local solution, Comparison theorem
    基金项目:国家自然科学基金(No.10901003);教育部科学技术研究重点基金(No.211077)资助的项目
    Author NameAffiliationE-mail
    FAN Xiliang School of Mathematical Sciences,Beijing Normal University,Beijing 100875, china lanjunzi@mail.ahnu.edu.cn 
    Hits: 1546
    Download times: 1163
    中文摘要:
          研究了由Levy过程驱动的双边反射型倒向随机微分方程,获得了该类方程全局解存在唯一的一些充分条件.主要的工具是局部解和链接法.作为应用,给出了比较定理.
    英文摘要:
          This paper deals with doubly reflected backward stochastic differential equations driven by L′evy processes. Some sufficient conditions for the existence and uniqueness of the global solutions are obtained. The main tools are the local solution and the concatenation method. As an application, a comparison theorem is given.
    View Full Text  View/Add Comment  Download reader
    Close

    Organizer：The Ministry of Education of China Sponsor：Fudan University Address：220 Handan Road, Fudan University, Shanghai, China E-mail：edcam@fudan.edu.cn
    Designed by Beijing E-Tiller Co.,Ltd.