This paper explores the diffeomorphism of a backward stochastic ordinary differential equation (BSDE) to a system of semi-linear backward stochastic partial differential equations (BSPDEs), under the inverse of a stoc...This paper explores the diffeomorphism of a backward stochastic ordinary differential equation (BSDE) to a system of semi-linear backward stochastic partial differential equations (BSPDEs), under the inverse of a stochastic flow generated by an ordinary stochastic differential equation (SDE). The author develops a new approach to BSPDEs and also provides some new results. The adapted solution of BSPDEs in terms of those of SDEs and BSDEs is constructed. This brings a new insight on BSPDEs, and leads to a probabilistic approach. As a consequence, the existence, uniqueness, and regularity results are obtained for the (classical, Sobolev, and distributional) solution of BSPDEs.The dimension of the space variable x is allowed to be arbitrary n, and BSPDEs are allowed to be nonlinear in both unknown variables, which implies that the BSPDEs may be nonlinear in the gradient. Due to the limitation of space, however, this paper concerns only classical solution of BSPDEs under some more restricted assumptions.展开更多
It is the aim of the present article to give a general expression of flow equations of the q-KP hierarchy.The distinct difference between the q-KP hierarchy and the KP hierarchy is due to q-binomial and the action of ...It is the aim of the present article to give a general expression of flow equations of the q-KP hierarchy.The distinct difference between the q-KP hierarchy and the KP hierarchy is due to q-binomial and the action of q-shift operator θ, which originates from the Leibnitz rule of the quantum calculus. We further show that the n-reduction leads to a recursive scheme for these flow equations. The recursion operator for the flow equations of the q-KP hierarchy under the n-reduction is also derived.展开更多
基金Project supported by the National Natural Science Foundation of China (No.10325101, No.101310310)the Science Foundation of the Ministry of Education of China (No. 20030246004).
文摘This paper explores the diffeomorphism of a backward stochastic ordinary differential equation (BSDE) to a system of semi-linear backward stochastic partial differential equations (BSPDEs), under the inverse of a stochastic flow generated by an ordinary stochastic differential equation (SDE). The author develops a new approach to BSPDEs and also provides some new results. The adapted solution of BSPDEs in terms of those of SDEs and BSDEs is constructed. This brings a new insight on BSPDEs, and leads to a probabilistic approach. As a consequence, the existence, uniqueness, and regularity results are obtained for the (classical, Sobolev, and distributional) solution of BSPDEs.The dimension of the space variable x is allowed to be arbitrary n, and BSPDEs are allowed to be nonlinear in both unknown variables, which implies that the BSPDEs may be nonlinear in the gradient. Due to the limitation of space, however, this paper concerns only classical solution of BSPDEs under some more restricted assumptions.
基金Supported by the National Natural Science Foundation of China under Grant Nos.11271210 and 11201451Anhui Province Natural Science Foundation under Grant No.1608085MA04
文摘It is the aim of the present article to give a general expression of flow equations of the q-KP hierarchy.The distinct difference between the q-KP hierarchy and the KP hierarchy is due to q-binomial and the action of q-shift operator θ, which originates from the Leibnitz rule of the quantum calculus. We further show that the n-reduction leads to a recursive scheme for these flow equations. The recursion operator for the flow equations of the q-KP hierarchy under the n-reduction is also derived.
