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| 带跳的倒向重随机微分方程的比较定理 | |
| 引用本文： | 朱庆峰,刘贵基,石玉峰. 带跳的倒向重随机微分方程的比较定理[J]. 烟台大学学报(自然科学与工程版), 2008, 21(2): 86-90 |
| 作者姓名： | 朱庆峰 刘贵基 石玉峰 |
| 作者单位： | 1. 山东财政学院统计与数理学院,山东,济南,250014 2. 山东经济学院统计与数学学院,山东,济南,250014 3. 山东大学数学学院,山东,济南,250100 |
| 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计划(973计划) |
| 摘 要： | 在Lipschitz条件下，利用Gronwall不等式、Young不等式和Ito公式等，得到了带跳的倒向重随机微分方程解的比较定理，说明了带跳的倒向重随机微分方程的系数和终端值越大，其解越大． |
| 关 键 词： | 倒向重随机微分方程 比较定理 随机测度 泊松过程 |
| 文章编号： | 1004-8820(2008)02-0086-05 |
| 修稿时间： | 2007-06-19 |
Comparison Theorem of Backward Doubly Stochastic Differential Equations with Jumps |
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| ZHU Qing-feng,LIU Gui-ji,SHI Yu-feng. Comparison Theorem of Backward Doubly Stochastic Differential Equations with Jumps[J]. Journal of Yantai University(Natural Science and Engineering edirion), 2008, 21(2): 86-90 | |
| Authors: | ZHU Qing-feng LIU Gui-ji SHI Yu-feng |
| Affiliation: | ZHU Qing-feng, LIU Gui -ji , SHI Yu-feng (1. School of Statistics and Mathematics, Shandong University of Finance, Jinan 250014, China; 2. School of Statistics and Mathematics, Shandong Economic University, Jinan 250014, China; 3. School of Mathematics, Shandong University, Jinan 250100, China) |
| Abstract: | The comparison theorem of backward doubly stochastic differential equations with Poisson process （BDSDEP） can be obtained under Lipschitz condition by means of Gronwall inequality, Young inequality, and Ito formula, which means the solution increases with the coefficient and the terminal value of BDSDEP. |
| Keywords: | process backward doubly stochastic differential equation comparison theorem random measure Poisson |
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