| 带有双障碍的反射倒向随机微分方程的逆比较定理 |
| |
| 引用本文： | 郑石秋,周圣武,徐峰.带有双障碍的反射倒向随机微分方程的逆比较定理[J].山东大学学报(理学版),2007,42(10):63-68. |
| |
| 作者姓名： | 郑石秋 周圣武 徐峰 |
| |
| 作者单位： | 中国矿业大学理学院,江苏,徐州,221008 |
| |
| 摘 要： | 讨论了带有双障碍的反射倒向随机微分方程的逆比较问题，在适当的条件下建立了几个关于其生成元的逆比较定理.
|
| 关 键 词： | 反射倒向随机微分方程 生成元 比较定理 逆比较定理 |
| 文章编号： | 1671-9352（2007）10-0063-06 |
| 修稿时间： | 2007-06-11 |
Converse comparison theorems for reflected BSDEs with double obstacles |
| |
| ZHENG Shi-qiu,ZHOU Sheng-wu,XU Feng.Converse comparison theorems for reflected BSDEs with double obstacles[J].Journal of Shandong University,2007,42(10):63-68. |
| |
| Authors: | ZHENG Shi-qiu ZHOU Sheng-wu XU Feng |
| |
| Institution: | School of Sciences, China University of Mining and Technoloy, Xuzhou 221008, Jiangsu, China |
| |
| Abstract: | The converse comparison problem of reflected backward stochastic differential equations (RBSDEs) with double obstacles was explored, and some converse comparison theorems for the generators under some suitable conditions were established. |
| |
| Keywords: | reflected backward stochastic differential equation generator comparison theorem converse comparison theorem |
| 本文献已被 维普 万方数据 等数据库收录！ |
| 点击此处可从《山东大学学报(理学版)》浏览原始摘要信息 |
| 点击此处可从《山东大学学报(理学版)》下载免费的PDF全文 |
