The existence and uniqueness of solutions to backward stochastic differential equations with jumps and with unbounded stopping time as terminal under the non_Lipschitz condition are obtained. The convergence of soluti...The existence and uniqueness of solutions to backward stochastic differential equations with jumps and with unbounded stopping time as terminal under the non_Lipschitz condition are obtained. The convergence of solutions and the continuous dependence of solutions on parameters are also derived. Then the probabilistic interpretation of solutions to some kinds of quasi_linear elliptic type integro_differential equations is obtained.展开更多
In this paper, we use divergence-free wavelets to give an adaptive solution to the velocity field of the Stokes problem. We first use divergence-free wavelets to discretize the divergence-free weak formulation of the ...In this paper, we use divergence-free wavelets to give an adaptive solution to the velocity field of the Stokes problem. We first use divergence-free wavelets to discretize the divergence-free weak formulation of the Stokes problem and obtain a discrete positive definite linear system of equations whose coefficient matrix is quasi-sparse; Secondly, an adaptive scheme is used to solve the discrete linear system of equations and the error estimation and complexity analysis are given.展开更多
This paper is devoted to the unique solvability of backward stochastic Volterra integral equations （BSVIEs, for short）, in terms of both M-solution and the adapted solutions. We prove the existence and uniqueness of...This paper is devoted to the unique solvability of backward stochastic Volterra integral equations （BSVIEs, for short）, in terms of both M-solution and the adapted solutions. We prove the existence and uniqueness of M-solutions of BSVIEs in Lp （1 〈 p 〈 2）, which extends the existing results on M-solutions. The unique solvability of adapted solutions of BSVIEs in Lp （p 〉 1） is also considered, which also generalizes the results in the existing literature.展开更多
文摘The existence and uniqueness of solutions to backward stochastic differential equations with jumps and with unbounded stopping time as terminal under the non_Lipschitz condition are obtained. The convergence of solutions and the continuous dependence of solutions on parameters are also derived. Then the probabilistic interpretation of solutions to some kinds of quasi_linear elliptic type integro_differential equations is obtained.
文摘In this paper, we use divergence-free wavelets to give an adaptive solution to the velocity field of the Stokes problem. We first use divergence-free wavelets to discretize the divergence-free weak formulation of the Stokes problem and obtain a discrete positive definite linear system of equations whose coefficient matrix is quasi-sparse; Secondly, an adaptive scheme is used to solve the discrete linear system of equations and the error estimation and complexity analysis are given.
基金Supported in part by National Natural Science Foundation of China (Grant Nos. 10771122 and 11071145)Natural Science Foundation of Shandong Province of China (Grant No. Y2006A08)+3 种基金Foundation for Innovative Research Groups of National Natural Science Foundation of China (Grant No. 10921101)National Basic Research Program of China (973 Program, Grant No. 2007CB814900)Independent Innovation Foundation of Shandong University (Grant No. 2010JQ010)Graduate Independent Innovation Foundation of Shandong University (GIIFSDU)
文摘This paper is devoted to the unique solvability of backward stochastic Volterra integral equations （BSVIEs, for short）, in terms of both M-solution and the adapted solutions. We prove the existence and uniqueness of M-solutions of BSVIEs in Lp （1 〈 p 〈 2）, which extends the existing results on M-solutions. The unique solvability of adapted solutions of BSVIEs in Lp （p 〉 1） is also considered, which also generalizes the results in the existing literature.
