局部Lipschitz条件下的带跳倒向重随机微分方程

Backward Doubly Stochastic Differential Equations with Jumps under Local Lipschitz Conditions

在局部Lipschitz条件下,利用Gronwall不等式、Holder不等式和Ito公式等,得到了任意给定时间区间上,布朗运动和泊松过程混合驱动的倒向重随机微分方程解的存在唯一性结果,从而推广了谷艳玲以及孙晓君和卢英的相关结果.

By means of Gronwall inequality, Holder inequality and Ito formula, the existence and uniqueness of solution of backward doubly stochastic differential equations with jumps under local Lipschitz condition can be obtained, where the time duration could be arbitrarily given.