RBSDE's with jumps and the related obstacle problems for integral-partial differential equation

来源 :中国科学A辑(英文版) | 被引量 : 0次 | 上传用户:wangshilei19850715
下载到本地 , 更方便阅读
声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架
论文部分内容阅读
The author proves, when the noise is driven by a Brownian motion and an independent Poisson random measure, the one-dimensional reflected backward stochastic differential equation with a stopping time terminal has a unique solution. And in a Markovian framework, the solution can provide a probabilistic interpretation for the obstacle problem for the integral-partial differential equation.
其他文献
对隐式代数磨光曲面的保凸性进行了研究.证明了如果两个隐式代数曲面是凸的,则它们光滑拼接后,得到的磨光曲面在一定条件下仍然是凸的.以凸三面角为例,提出了利用代数样条磨
针对激光全息技术能处理常规方法难以解决的问题以及光纤具有环境适应性的特点,设计了一种基于光纤像面全息干涉计量对金属材料构件微小位移测量的方法.通过对不同芯径传像光
目的 探讨超声造影在乳腺病变中的应用价值.方法 对行乳腺手术的104例患者共104个病灶进行超声造影,将其增强形式分为无增强、周边增强、均匀增强、区域增强和不均匀增强.总
本文利用柯布-道格拉斯(C-D)模型和加总的年度数据对1952-2005年中国工业的生产率表现进行了估算,分别从理论和方法上对C-D函数进行改进以回应学界之前对它的批评:首先,相应
使用射频辉光放电等离子体辅助化学气相沉积技术(简称RFGDPECVD)在玻璃载玻片表面沉积类金刚石薄膜.用原子力显微镜(AFM)、摩擦试验仪、划痕试验机测定了其表面形貌、耐磨性
A two-dimensional finite element (FE) model for the high speed turning operations when orthogonally machining AISI H13 tool steel at 49HRC using poly crystallin
During the routine impurity profile of lisinopril bulk drug by HPLC (high-performance liquid chromatography), a potential impurity was detected. Using multidime
A new approach to extract and segment characters in natural scenes was proposed in this paper. First, a set of intrinsic features were calculated based on conne
The stabilization and H∞ control of nonlinear differential algebraic systems (NDAS) are investigated using the Hamiltonian function method. Firstly, we put for