| 关于带跳反射扩散过程的下鞅问题及其应用 |
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| 引用本文： | 丁灯.关于带跳反射扩散过程的下鞅问题及其应用[J].中山大学学报(自然科学版),1995,34(2):7-13. |
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| 作者姓名： | 丁灯 |
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| 作者单位： | 中山大学数学系 |
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| 摘 要： | 提出一个联系于一类在上半空间上带泊松跳的反射扩散过程的下鞅问题，并在一组较弱的条件之下证明该下鞅问题的解的存在性。进而讨论了这一类下鞅问题的解与一类在上半空间上具有反射边界的带泊松跳的随机徽分方程的解的关系，并在一定的条件下证明了这两种解的一种等价关系。
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| 关 键 词： | 鞅 下鞅问题 随机徽分方程 扩散过程 |
The Sub-martingale Problem for reflected diffusions with Poisson Jumps in a Half-space and Its Application |
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| Ding Deng.The Sub-martingale Problem for reflected diffusions with Poisson Jumps in a Half-space and Its Application[J].Acta Scientiarum Naturalium Universitatis Sunyatseni,1995,34(2):7-13. |
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| Authors: | Ding Deng |
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| Abstract: | The sub martingale problems for reflected diffusions with Piosson jumps in ahalf-space are considered.The existence of solutions for sub-martingale problemswithout continuity assumptions on the coefficients is obtained.And from the solutionsof the sub-martingale problems,the existence of a weak solution is established for astochastic differential equation with Poisson jumps in a half- space with refectingboundary conditions. |
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| Keywords: | martingale sul-martingale problem stochastic differential equation |
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