[1]宋丽.一类具有一致连续系数的倒向重随机微分方程[J].江西师范大学学报(自然科学版),2012,(02):160-164.
　SONG Li.A Class of BDSDEs with Uniformly Continuous Coefficients[J].Journal of Jiangxi Normal University:Natural Science Edition,2012,(02):160-164.
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一类具有一致连续系数的倒向重随机微分方程()
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《江西师范大学学报》（自然科学版）[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2012年02期
页码:
160-164
栏目:
出版日期:
2012-03-01

文章信息/Info

Title:
A Class of BDSDEs with Uniformly Continuous Coefficients
作者:
宋丽
山东轻工业学院财政与金融学院,山东济南250100;山东大学数学学院,山东济南250100
Author(s):
SONG Li
关键词:
倒向重随机微分方程; 倒向随机积分; 存在定理
Keywords:
backward doubly stochastic differential equation;  backward stochastic integral;  existence theorem
分类号:
O211.63
文献标志码:
A
摘要:
利用倒向重随机微分方程解的比较定理和函数逼近方法讨论了一类具有一致连续系数的1维倒向重随机微分方程,得到了此类方程解的存在定理,推广了系数满足Lipschitz条件的情形.
Abstract:
By comparison theorem of backward doubly stochastic differential equations and approximation of function, a class of one-dimensional backward doubly stochastic differential equations (BDSDEs) is studied, where the coefficients is uniformly continuous. An existence theorem for solutions of the class of BDSDEs is obtained, which generalizes the situation that the coefficient satisfy Lipschitz conditions.

参考文献/References:

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备注/Memo

备注/Memo:
国家自然科学基金(10921101)
更新日期/Last Update: 1900-01-01