反射正反向随机微分方程的一些结果

IF 1.1 Q2 MATHEMATICS, APPLIED

Computational Methods for Differential Equations Pub Date : 2020-08-01 DOI:10.22034/CMDE.2020.26327.1337

Zahra Poursepahi Samian, M. Yaghouti

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引用次数: 0

摘要

本文研究了具有连续单调系数的正反向反射随机微分方程。利用连续性方法，证明了正反向反射型随机微分方程存在至少一个解。我们的结果的显著特点是，反射正向偏微分方程的系数中包含了反射偏微分方程的解变量。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Some Results on Reflected Forward-Backward Stochastic differential equations

This paper is concerned with the reflected forward-backward stochastic differential equations with continuous monotone coefficients. Using the continuity approach, we prove that there exists at least one solution for the reflected forward-backward stochastic differential equations. The distinct character of our result is that the coefficient of the reflected forward SDEs contains the solution variable of the reflected BSDEs.

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来源期刊

Computational Methods for Differential Equations MATHEMATICS, APPLIED-

CiteScore

2.20

自引率

27.30%

发文量

审稿时长

4 weeks