分数布朗运动驱动的广义BDSDEs

Q3 Mathematics
Sadibou Aidara, Assane Ndiaye, Ahmadou Bamba Sow
{"title":"分数布朗运动驱动的广义BDSDEs","authors":"Sadibou Aidara, Assane Ndiaye, Ahmadou Bamba Sow","doi":"10.1515/msds-2022-0167","DOIUrl":null,"url":null,"abstract":"Abstract This article deals with a class of generalized backward doubly stochastic differential equations driven by fractional Brownian motion with the Hurst parameter <m:math xmlns:m=\"http://www.w3.org/1998/Math/MathML\"> <m:mi>H</m:mi> </m:math> H greater than 1/2. The existence and uniqueness of solutions to our equation as well as comparison theorems are obtained.","PeriodicalId":30985,"journal":{"name":"Nonautonomous Dynamical Systems","volume":"26 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Generalized BDSDEs driven by fractional Brownian motion\",\"authors\":\"Sadibou Aidara, Assane Ndiaye, Ahmadou Bamba Sow\",\"doi\":\"10.1515/msds-2022-0167\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract This article deals with a class of generalized backward doubly stochastic differential equations driven by fractional Brownian motion with the Hurst parameter <m:math xmlns:m=\\\"http://www.w3.org/1998/Math/MathML\\\"> <m:mi>H</m:mi> </m:math> H greater than 1/2. The existence and uniqueness of solutions to our equation as well as comparison theorems are obtained.\",\"PeriodicalId\":30985,\"journal\":{\"name\":\"Nonautonomous Dynamical Systems\",\"volume\":\"26 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Nonautonomous Dynamical Systems\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1515/msds-2022-0167\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"Mathematics\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Nonautonomous Dynamical Systems","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/msds-2022-0167","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 0

摘要

研究一类分数阶布朗运动驱动的广义后向双随机微分方程,其赫斯特参数H H大于1/2。得到了方程解的存在唯一性和比较定理。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Generalized BDSDEs driven by fractional Brownian motion
Abstract This article deals with a class of generalized backward doubly stochastic differential equations driven by fractional Brownian motion with the Hurst parameter H H greater than 1/2. The existence and uniqueness of solutions to our equation as well as comparison theorems are obtained.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Nonautonomous Dynamical Systems
Nonautonomous Dynamical Systems Mathematics-Analysis
CiteScore
2.10
自引率
0.00%
发文量
12
审稿时长
15 weeks
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信