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Forward-Backward Doubly Stochastic Differential Equations with Brownian Motions and Poisson Process
Forward-backward doubly stochastic differential equations stochastic analysis random measure Poisson process
2011/11/7
The existence and uniqueness for solution of backward doubly stochastic differential equations with Brownian motions and Poisson process and that of forward-backward doubly stochastic differential equ...
FORWARD-BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS
Forward-backward doubly stochastic differential equations equivalent norm, contraction mapping
2011/11/7
A type of forward-backward doubly stochastic differential equations (FBDSDEs) is studied. Under some natural monotonicity assumptions, the existence and uniqueness result is established.