کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156566 958844 2014 22 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Solvability of forward-backward stochastic partial differential equations
ترجمه فارسی عنوان
حل معادلات دیفرانسیل تقسیم مداوم به جلو و عقب
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
چکیده انگلیسی
In this paper we study the solvability of a class of fully-coupled forward-backward stochastic partial differential equations (FBSPDEs). These FBSPDEs cannot be put into the framework of stochastic evolution equations in general, and the usual decoupling methods for the Markovian forward-backward SDEs are difficult to apply. We prove the well-posedness of the FBSPDEs, under various conditions on the coefficients, by using either the method of contraction mapping or the method of continuation. These conditions, especially in the higher dimensional case, are novel in the literature.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 124, Issue 8, August 2014, Pages 2583-2604
نویسندگان
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