One existence integral condition was obtained for the adapted solution of the general backward stochastic differential equations(BSDEs). Then by solving the integral constraint condition, and using a limit procedure, ...One existence integral condition was obtained for the adapted solution of the general backward stochastic differential equations(BSDEs). Then by solving the integral constraint condition, and using a limit procedure, a new approach method is proposed and the existence of the solution was proved for the BSDEs if the diffusion coefficients satisfy the locally Lipschitz condition. In the special case the solution was a Brownian bridge. The uniqueness is also considered in the meaning of "F0-integrable equivalent class" . The new approach method would give us an efficient way to control the main object instead of the "noise".展开更多
In this paper we study the following nonlinear BSDE：y（t） ＋ ∫1 t f（s,y（s）,z（s））ds ＋ ∫1 t [z（s） ＋ g 1 （s,y（s）） ＋ εg 2 （s,y（s）,z（s））]dW s=ξ,t ∈ [0,1],where ε is a small parameter.The coeffi...In this paper we study the following nonlinear BSDE：y（t） ＋ ∫1 t f（s,y（s）,z（s））ds ＋ ∫1 t [z（s） ＋ g 1 （s,y（s）） ＋ εg 2 （s,y（s）,z（s））]dW s=ξ,t ∈ [0,1],where ε is a small parameter.The coefficient f is locally Lipschitz in y and z,the coefficient g 1 is locally Lipschitz in y,and the coefficient g 2 is uniformly Lipschitz in y and z.Let L N be the locally Lipschitz constant of the coefficients on the ball B（0,N） of R d × R d×r.We prove the existence and uniqueness of the solution when L N ～ √ log N and the parameter ε is small.展开更多
In this paper, wavelet,transform is introduced to study the Lipschitz local singular exponent for characterising the local singularity behavior of fluctuating velocity in wall turbulence. I, is found that the local si...In this paper, wavelet,transform is introduced to study the Lipschitz local singular exponent for characterising the local singularity behavior of fluctuating velocity in wall turbulence. I, is found that the local singular exponent is negative when the ejections and sweeps of coherent structures occur in a turbulent boundary layer.展开更多
The Lipschitz class Lip(K, α) on a local field K is defined in [10], and an equivalent relationship between the Ho¨lder type space Cα(K)[9] and Lip(K,α) is given. In this note, we give a 'chain of function...The Lipschitz class Lip(K, α) on a local field K is defined in [10], and an equivalent relationship between the Ho¨lder type space Cα(K)[9] and Lip(K,α) is given. In this note, we give a 'chain of function spaces' over Euclidian space by defining higher order continuous modulus in R, and point out that there is no need of higher order continuous modulus for describing the chain of function spaces over local fields.展开更多
基金National Natural Science Foundation of China ( No. 11171062 ) Natural Science Foundation for the Youth,China ( No.11101077) Innovation Program of Shanghai Municipal Education Commission,China ( No. 12ZZ063)
文摘One existence integral condition was obtained for the adapted solution of the general backward stochastic differential equations(BSDEs). Then by solving the integral constraint condition, and using a limit procedure, a new approach method is proposed and the existence of the solution was proved for the BSDEs if the diffusion coefficients satisfy the locally Lipschitz condition. In the special case the solution was a Brownian bridge. The uniqueness is also considered in the meaning of "F0-integrable equivalent class" . The new approach method would give us an efficient way to control the main object instead of the "noise".
文摘In this paper we study the following nonlinear BSDE：y（t） ＋ ∫1 t f（s,y（s）,z（s））ds ＋ ∫1 t [z（s） ＋ g 1 （s,y（s）） ＋ εg 2 （s,y（s）,z（s））]dW s=ξ,t ∈ [0,1],where ε is a small parameter.The coefficient f is locally Lipschitz in y and z,the coefficient g 1 is locally Lipschitz in y,and the coefficient g 2 is uniformly Lipschitz in y and z.Let L N be the locally Lipschitz constant of the coefficients on the ball B（0,N） of R d × R d×r.We prove the existence and uniqueness of the solution when L N ～ √ log N and the parameter ε is small.
文摘In this paper, wavelet,transform is introduced to study the Lipschitz local singular exponent for characterising the local singularity behavior of fluctuating velocity in wall turbulence. I, is found that the local singular exponent is negative when the ejections and sweeps of coherent structures occur in a turbulent boundary layer.
文摘The Lipschitz class Lip(K, α) on a local field K is defined in [10], and an equivalent relationship between the Ho¨lder type space Cα(K)[9] and Lip(K,α) is given. In this note, we give a 'chain of function spaces' over Euclidian space by defining higher order continuous modulus in R, and point out that there is no need of higher order continuous modulus for describing the chain of function spaces over local fields.
