多维带跳倒向双重随机微分方程解的性质

The Property for Solutions of the Multi-Dimensional Backward Doubly Stochastic Differential Equations with Jumps

本文研究一类多维带跳倒向双重随机微分方程,给出了It(?)公式在带跳倒向双重随机积分情形下的推广形式,同时运用推广形式的It(?)公式,在Lipschitz条件下证明了方程解的存在性和唯一性。

A multi-dimensional backward doubly stochastic differential equations with jumps was studied. The extension of the Ito formula was given under backward doubly stochastic integral. By the extension of the Ito formula, the existence and uniqueness of the solutions were obtained under Lipschitz condition.