具有局部单调系数的分数阶倒向SDEs及其在偏微分方程中的应用

IF 0.3 Q4 STATISTICS & PROBABILITY

Random Operators and Stochastic Equations Pub Date : 2023-01-30 DOI:10.1515/rose-2022-2095

M. A. Saouli

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引用次数: 1

摘要

在这项工作中，我们将试图削弱胡和彭提出的假设。我们将关注寻找与fBm相关的局部单调BSDEs的解。作为辅助步骤，我们研究了与fBm相关的单调倒向SDEs解的存在唯一性。然后将这两类分数阶倒向偏微分方程与相应的半线性偏微分方程(简称偏微分方程)联系起来。

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Fractional backward SDEs with locally monotone coefficient and application to PDEs

Abstract In this work, we will try to weaken the hypothesis imposed by Hu and Peng. We will be concerned with finding the solution of locally monotone BSDEs associated to fBm. As an auxiliary step, we study the existence and uniqueness of a solution to the monotone backward SDEs associated to fBm. Then we connect these two kinds of fractional backward SDEs with the corresponding semilinear partial differential equations (PDEs for short).

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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