摘要
证明了带跳的倒向随机微分方程在某种非Lipschitz条件下的适应解的存在唯一性 ;
It is proved that a new theorem on the existence and uniqueness of the adapted solution to Backward Stochastic Differential Equations with Brownian Motion and Poisson Processes under a weaker condition than one Lipschitz one;we also obtain the Comparison Theorem to one kind of Backward Stochastic Differential Equations with jumps.
出处
《山东大学学报(理学版)》
CAS
CSCD
北大核心
2003年第3期10-14,共5页
Journal of Shandong University(Natural Science)
基金
国家自然科学青年基金资助项目 (10 0 0 10 2 2 )
教育部高校博士点基金资助
关键词
带跳的倒向随机微分方程
随机测度
泊松过程
backward stochastic differential equations with jumps
random measure
poisson process