带跳反射倒向随机微分方程与相应的积分-偏微分方程障碍问题被引量：1

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摘要证明由Brown运动和Poisson随机测度共同驱动的终端为停时的反射倒向随机微分方程存在唯一解,并且在Markov框架下该解为积分-偏微分方程障碍问题黏性解提供了概率解释．

作者范玉莲

机构地区北京大学数学科学学院

出处《中国科学（A辑）》 CSCD 北大核心 2006年第3期281-298,共18页 Science in China(Series A)

关键词反射倒向随机微分方程积分-偏微分方程障碍问题黏性解

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中国科学（A辑）

2006年第3期

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