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Reflected Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients

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摘要 Inthispaper,westudyone-dimensionalreflectedbackwarddoublystochasticdifferentialequations(RBDSDEs)withonecontinuousbarrieranddiscontinuous(leftorrightcontinuous)generator.WeobtainanexistencetheoremandacomparisontheoremforsolutionsoftheclassofRBDSDEs.

DOI 7j6gy6g0d0/1224090

作者 Zhi LI;Jiao Wan LUO

机构地区不详

出处《数学学报：英文版》 2013年4期

关键词倒向随机微分方程间断系数反射比较定理存在定理生成器

分类 [理学][基础数学]

出版日期 2013年04月14日（中国期刊网平台首次上网日期，不代表论文的发表时间）

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来源期刊

数学学报：英文版

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倒向随机微分方程间断系数反射比较定理存在定理生成器

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