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DIVERGENCE - FREE WAVELET SOLUTION TO THE STOKES PROBLEM 被引量:3
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作者 Yingchun Jiang 《Analysis in Theory and Applications》 2007年第1期83-91,共9页
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
关键词 divergence-free wavelet Stokes problem adaptive solution
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ON SOLUTIONS OF BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS,WITH UNBOUNDED STOPPING TIMES AS TERMINAL AND WITH NON-LIPSCHITZ COEFFICIENTS,AND PROBABILISTIC INTERPRETATION OF QUASI-LINEAR ELLIPTIC TYPE INTEGRO-DIFFERENTIAL EQUATIO 被引量:1
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作者 司徒荣 王越平 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2000年第6期659-672,共14页
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
关键词 backward stochastic differential equations(BSDEs) with jumps unbounded stopping time adapted solutions convergence of solutions quasi_linear elliptic equations integro_differential operators.
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L^p Solutions of Backward Stochastic Volterra Integral Equations 被引量:1
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作者 Tian Xiao WANG 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2012年第9期1875-1882,共8页
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
关键词 Backward stochastic Volterra integral equations M-solutions Lp solutions adapted solutions
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