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    任永, 夏宁茂. 非Lipschitz条件下带跳倒向随机微分方程解的稳定性[J]. 华东理工大学学报(自然科学版), 2007, (3): 441-444.
    引用本文: 任永, 夏宁茂. 非Lipschitz条件下带跳倒向随机微分方程解的稳定性[J]. 华东理工大学学报(自然科学版), 2007, (3): 441-444.
    REN Yong, XIA Ning-mao. A Stability Theorem of the Solutions to Backward Stochastic Differential Equations with Jumps under Non-Lipschitz Condition[J]. Journal of East China University of Science and Technology, 2007, (3): 441-444.
    Citation: REN Yong, XIA Ning-mao. A Stability Theorem of the Solutions to Backward Stochastic Differential Equations with Jumps under Non-Lipschitz Condition[J]. Journal of East China University of Science and Technology, 2007, (3): 441-444.

    非Lipschitz条件下带跳倒向随机微分方程解的稳定性

    A Stability Theorem of the Solutions to Backward Stochastic Differential Equations with Jumps under Non-Lipschitz Condition

    • 摘要: 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。

       

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