Suppr超能文献

具有连续系数的无穷时间区间倒向随机微分方程

Infinite time interval backward stochastic differential equations with continuous coefficients.

作者信息

Zong Zhaojun, Hu Feng

机构信息

School of Statistics, Qufu Normal University, Qufu, 273165 China.

出版信息

Springerplus. 2016 Oct 6;5(1):1733. doi: 10.1186/s40064-016-3419-3. eCollection 2016.

Abstract

In this paper, we study the existence theorem for [Formula: see text] [Formula: see text] solutions to a class of 1-dimensional infinite time interval backward stochastic differential equations (BSDEs) under the conditions that the coefficients are continuous and have linear growths. We also obtain the existence of a minimal solution. Furthermore, we study the existence and uniqueness theorem for [Formula: see text] [Formula: see text] solutions of infinite time interval BSDEs with non-uniformly Lipschitz coefficients. It should be pointed out that the assumptions of this result is weaker than that of Theorem 3.1 in Zong (Turkish J Math 37:704-718, 2013).

摘要

在本文中,我们研究了一类一维无限时间区间倒向随机微分方程(BSDEs)在系数连续且具有线性增长条件下的[公式:见正文][公式:见正文]解的存在性定理。我们还得到了极小解的存在性。此外,我们研究了具有非一致利普希茨系数的无限时间区间BSDEs的[公式:见正文][公式:见正文]解的存在唯一性定理。需要指出的是,该结果的假设比宗(《土耳其数学杂志》37:704 - 718,2013)中定理3.1的假设更弱。

相似文献

1
Infinite time interval backward stochastic differential equations with continuous coefficients.
Springerplus. 2016 Oct 6;5(1):1733. doi: 10.1186/s40064-016-3419-3. eCollection 2016.
2
Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver.
Stochastics (Abingdon). 2019 Jun 12;92(3):418-453. doi: 10.1080/17442508.2019.1626859. eCollection 2020.
3
Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting.
Probab Uncertain Quant Risk. 2018;3(1):9. doi: 10.1186/s41546-018-0034-y. Epub 2018 Dec 28.
4
A stochastic Fubini theorem: BSDE method.
J Inequal Appl. 2017;2017(1):77. doi: 10.1186/s13660-017-1358-3. Epub 2017 Apr 14.
5
On homogeneous second order linear general quantum difference equations.
J Inequal Appl. 2017;2017(1):198. doi: 10.1186/s13660-017-1471-3. Epub 2017 Aug 24.
6
Existence of entire solutions of some non-linear differential-difference equations.
J Inequal Appl. 2017;2017(1):90. doi: 10.1186/s13660-017-1368-1. Epub 2017 Apr 27.
8
A class of stochastic Gronwall's inequality and its application.
J Inequal Appl. 2018;2018(1):336. doi: 10.1186/s13660-018-1932-3. Epub 2018 Dec 10.
9
Existence of nontrivial weak solutions for a quasilinear Choquard equation.
J Inequal Appl. 2018;2018(1):42. doi: 10.1186/s13660-018-1632-z. Epub 2018 Feb 17.
10
A new result on the existence of periodic solutions for Liénard equations with a singularity of repulsive type.
J Inequal Appl. 2017;2017(1):37. doi: 10.1186/s13660-016-1285-8. Epub 2017 Feb 7.

文献AI研究员

20分钟写一篇综述,助力文献阅读效率提升50倍。

立即体验

用中文搜PubMed

大模型驱动的PubMed中文搜索引擎

马上搜索

文档翻译

学术文献翻译模型,支持多种主流文档格式。

立即体验