کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4613944 1339275 2016 29 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Backward doubly stochastic equations with jumps and comparison theorems
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
Backward doubly stochastic equations with jumps and comparison theorems
چکیده انگلیسی

In this work we mainly prove the existence and pathwise uniqueness of solutions to general backward doubly stochastic differential equations with jumps appearing in both forward and backward integral parts. Several comparison theorems under some weak conditions are also given. Finally we apply comparison theorems in proving the existence of solution to some special backward doubly stochastic differential equations with drift coefficient increasing linearly.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 443, Issue 1, 1 November 2016, Pages 596–624
نویسندگان
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