具有随机非 Lipschitz 系数的后向双随机微分方程

IF 0.9 4区数学 Q3 MATHEMATICS, APPLIED

Acta Mathematicae Applicatae Sinica, English Series Pub Date : 2024-11-06 DOI:10.1007/s10255-024-1137-0

Si-yan Xu, Yi-dong Zhang

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引用次数: 0

摘要

本文证明了一种新的随机非 Lipschitz 条件下的后向双随机微分方程的存在性和唯一性定理。作为应用，我们利用该结果得到了一些非线性随机偏微分方程在随机非 Lipschitz 条件下的随机粘性解的存在性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Backward Doubly Stochastic Differential Equations with Stochastic Non-Lipschitz Coefficients

In this paper, we prove an existence and uniqueness theorem for backward doubly stochastic differential equations under a new kind of stochastic non-Lipschitz condition which involves stochastic and time-dependent condition. As an application, we use the result to obtain the existence of stochastic viscosity solution for some nonlinear stochastic partial differential equations under stochastic non-Lipschitz conditions.

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来源期刊

Acta Mathematicae Applicatae Sinica, English Series 数学-应用数学

CiteScore

1.30

自引率

0.00%

发文量

审稿时长

3.0 months

期刊介绍： Acta Mathematicae Applicatae Sinica (English Series) is a quarterly journal established by the Chinese Mathematical Society. The journal publishes high quality research papers from all branches of applied mathematics, and particularly welcomes those from partial differential equations, computational mathematics, applied probability, mathematical finance, statistics, dynamical systems, optimization and management science.