一般滤波中带跳跃的广义倒向随机微分方程

IF 0.3 Q4 STATISTICS & PROBABILITY

Random Operators and Stochastic Equations Pub Date : 2023-07-26 DOI:10.1515/rose-2023-2007

Badr Elmansouri, M. El Otmani

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引用次数: 0

摘要

摘要本文分析了滤清中具有跳跃的多维广义后向随机微分方程，该方程支持布朗运动和独立的整数值随机测度。在系数单调性和线性增长的假设下，给出了在生成条件和终止条件满足适当的可积性条件下， {\mathbb{L}^{2}} -解的存在唯一性。

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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Generalized backward stochastic differential equations with jumps in a general filtration

Abstract In this paper, we analyze multidimensional generalized backward stochastic differential equations with jumps in a filtration that supports a Brownian motion and an independent integer-valued random measure. Under monotonicity and linear growth assumptions on the coefficients, we give the existence and uniqueness of 𝕃 2 {\mathbb{L}^{2}} -solutions provided that the generators and the terminal condition satisfy some suitable integrability conditions.

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来源期刊

Random Operators and Stochastic Equations STATISTICS & PROBABILITY-

CiteScore

0.60

自引率

25.00%

发文量