| 局部Lipschitz条件下的带跳倒向重随机微分方程 |
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| 引用本文： | 朱庆峰. 局部Lipschitz条件下的带跳倒向重随机微分方程[J]. 烟台大学学报(自然科学与工程版), 2010, 23(1): 5-8 |
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| 作者姓名： | 朱庆峰 |
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| 作者单位： | 山东财政学院,统计与数理学院,山东,济南,250014 |
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| 基金项目： | 国家自然科学基金，山东省自然科学基金，国家重点基础研究发展规划(973计划) |
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| 摘 要： | 在局部Lipschitz条件下,利用Gronwall不等式、Holder不等式和Ito公式等,得到了任意给定时间区间上,布朗运动和泊松过程混合驱动的倒向重随机微分方程解的存在唯一性结果,从而推广了谷艳玲以及孙晓君和卢英的相关结果.
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| 关 键 词： | 倒向重随机微分方程 适应解 随机测度 Poisson过程 |
Backward Doubly Stochastic Differential Equations with Jumps under Local Lipschitz Conditions |
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| ZHU Qing-feng. Backward Doubly Stochastic Differential Equations with Jumps under Local Lipschitz Conditions[J]. Journal of Yantai University(Natural Science and Engineering edirion), 2010, 23(1): 5-8 |
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| Authors: | ZHU Qing-feng |
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| Affiliation: | ZHU Qing-feng(School of Statistics , Mathematics,Sh,ong University of Finance,Jinan 250014,China) |
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| Abstract: | By means of Gronwall inequality, Holder inequality and Ito formula, the existence and uniqueness of solution of backward doubly stochastic differential equations with jumps under local Lipschitz condition can be obtained, where the time duration could be arbitrarily given. |
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| Keywords: | backward doubly stochastic differential equations adapted solution random measure Poisson process |
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