局部Lipschitz条件下的倒向随机Volterra积分方程

Backward stochastic Volterra integral equation under local Lipschitz condition

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摘要研究了局部Lipschitz条件下的倒向随机Volterra积分方程,得到了关于M-解、S-解及适应解的惟一可解性。 The backward stochastic Volterra integral equations （BSV1Es for short） under local Lipschitz condition are studied. The unique solvability of solutions, such as the M-solutions, S-solutions, and adapted solutions, are derived.

作者王天啸

机构地区山东大学数学学院

出处《山东大学学报（理学版）》 CAS CSCD 北大核心 2011年第7期112-115,123,共5页 Journal of Shandong University(Natural Science)

基金国家自然科学基金项目(10771122) 山东省自然科学基金项目(Y2006A08) 国家基础研究计划(973计划)项目(2007CB814900)

关键词倒向随机Volterra积分方程 M-解 S-解适应解局部LIPSCHITZ条件 Backward stochastic Volterra integral equations M-solutions S-solutions adapted solutions local Lipschitz condition

分类号 O211.6 [理学—概率论与数理统计] O175.5 [理学—基础数学]

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2王廷春,张鲁明,陈芳启.CONSERVATIVE DIFFERENCE SCHEME BASED ON NUMERICAL ANALYSIS FOR NONLINEAR SCHRDINGER EQUATION WITH WAVE OPERATOR[J].Transactions of Nanjing University of Aeronautics and Astronautics,2006,23(2):87-93. 被引量：2

山东大学学报（理学版）

2011年第7期

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局部Lipschitz条件下的倒向随机Volterra积分方程

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