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
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله

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
Journal: Applied Mathematics and Computation - Volume 217, Issue 21, 1 July 2011, Pages 8754-8764
نویسندگان
Svetlana JankoviÄ, Jasmina DjordjeviÄ, Miljana JovanoviÄ,