کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4631122 1340616 2011 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On a class of backward doubly stochastic differential equations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
On a class of backward doubly stochastic differential equations
چکیده انگلیسی
In this paper, a new class of backward doubly stochastic differential equations is studied. This type of equations has a more general form of the forward Itô integrals compared to the ones which have been studied until now. We conclude that unique solutions of these equations can be represented with the help of solutions of the corresponding backward doubly stochastic differential equations, considered earlier in paper [5] by Pardoux and Peng. Some comparison theorems are also given, as well as a probabilistic interpretation for solutions of the corresponding quasilinear stochastic partial differential equations.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 217, Issue 21, 1 July 2011, Pages 8754-8764
نویسندگان
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