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山东大学学报(理学版) ›› 2017, Vol. 52 ›› Issue (4): 26-29.doi: 10.6040/j.issn.1671-9352.0.2016.327

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白噪声和泊松随机测度驱动的倒向重随机微分方程的比较定理

杨叙1,李硕2*   

  1. 1.北方民族大学数学与信息科学学院, 宁夏 银川 750021;2.昌吉学院数学系, 新疆 昌吉 831100
  • 收稿日期:2016-07-06 出版日期:2017-04-20 发布日期:2017-04-11
  • 通讯作者: 李硕(1975— ), 硕士, 副教授, 研究方向为数学模型及运筹学. E-mail:lishuo6974@sina.com E-mail:xuyang@mail.bnu.edu.cn
  • 作者简介:杨叙(1984— ), 博士, 讲师, 研究方向为分枝过程. E-mail:xuyang@mail.bnu.edu.cn
  • 基金资助:
    国家自然科学基金资助项目(11401012)

Comparison theorem for backward doubly stochastic differential equations driven by white noises and Poisson random measures

YANG Xu1, LI Shuo2*   

  1. 1. School of Mathematics and Information Science, Beifang University of Nationalities, Yinchuan 750021, Ningxia, China;
    2. Department of Mathematics, Changji University, Changji 831100, Xinjiang, China
  • Received:2016-07-06 Online:2017-04-20 Published:2017-04-11

摘要: 建立了一个由白噪声和泊松随机测度驱动的倒向重随机微分方程的比较定理。

关键词: 倒向重随机微分方程, 比较定理, 泊松随机测度, 白噪声

Abstract: In this paper, a comparison theorem for a class of backward doubly stochastic differential equations driven by white noises and Poisson random measures was established.

Key words: white noises, Poisson random measure, backward doubly stochastic differential equations, comparison theorem

中图分类号: 

  • O211.6
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