کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4664177 | 1345288 | 2010 | 18 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Multi-dimensional reflected backward stochastic differential equations and the comparison theorem
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Multi-dimensional reflected backward stochastic differential equations and the comparison theorem Multi-dimensional reflected backward stochastic differential equations and the comparison theorem](/preview/png/4664177.png)
چکیده انگلیسی
In this article, we study the multi-dimensional reflected backward stochastic differential equations. The existence and uniqueness result of the solution for this kind of equation is proved by the fixed point argument where every element of the solution is forced to stay above the given stochastic process, i.e., multi-dimensional obstacle, respectively. We also give a kind of multi-dimensional comparison theorem for the reflected BSDE and then use it as the tool to prove an existence result for the multi-dimensional reflected BSDE where the coefficient is continuous and has linear growth.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Acta Mathematica Scientia - Volume 30, Issue 5, September 2010, Pages 1819-1836
Journal: Acta Mathematica Scientia - Volume 30, Issue 5, September 2010, Pages 1819-1836