Existence and uniqueness for BSDE with stopping time 被引量：4

Existence and uniqueness for BSDE with stopping time

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摘要 The existence and uniqueness of the solutions for a class of backward stochastic differential equations (BSDEs for short) in a random interval are discussed. The existence and uniqueness of the solutions for a class of backward stochastic differential equations (BSDEs for short) in a random interval are discussed.

作者 CHEN Zengjing Department of Mathematics, Shandong University, Jinan 250100, China

出处《Chinese Science Bulletin》 SCIE EI CAS 1998年第2期96-99,共4页

基金 theNationalNaturalScienceFoundationofChina (GrantNo .79790 130)andtheYoungFoundationofShandongUniversity

关键词 BSDE STOPPING TIME adapted solution. BSDE stopping time adapted solution

分类号 O211 [理学—概率论与数理统计]

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引证文献4

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4吴臻.FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH STOPPING TIME[J].Acta Mathematica Scientia,2004,24(1):91-99. 被引量：2

二级引证文献2

1吴臻,消华.MULTI-DIMENSIONAL REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND THE COMPARISON THEOREM[J].Acta Mathematica Scientia,2010,30(5):1819-1836. 被引量：5
2Dalila Guerdouh,Nabil Khelfallah.Forward–Backward SDEs Driven by Levy Process in Stopping Time Duration[J].Communications in Mathematics and Statistics,2017,5(2):141-157.

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Chinese Science Bulletin

1998年第2期

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Existence and uniqueness for BSDE with stopping time 被引量：4

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