کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1154911 | 958419 | 2012 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Anticipated backward stochastic differential equations with non-Lipschitz coefficients
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Anticipated backward stochastic differential equations with non-Lipschitz coefficients Anticipated backward stochastic differential equations with non-Lipschitz coefficients](/preview/png/1154911.png)
چکیده انگلیسی
This paper deals with a class of anticipated backward stochastic differential equations. We extend results of Peng and Yang (2009) to the case in which the generator satisfies non-Lipschitz condition. The existence and uniqueness of solutions for anticipated backward stochastic differential equations as well as a comparison theorem are obtained. The existence and uniqueness of Lp(p>2)Lp(p>2) solutions for anticipated backward stochastic differential equations are also studied.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 82, Issue 3, March 2012, Pages 672–682
Journal: Statistics & Probability Letters - Volume 82, Issue 3, March 2012, Pages 672–682
نویسندگان
Hao Wu, Wenyuan Wang, Jie Ren,