Backward Doubly Stochastic Differential Equations with Jumps and Stochastic Partial Differential-Integral Equations

被引：0

作者：

Qingfeng ZHU1 Yufeng SHI2 1School of Mathematics

School of Statistics and Mathematics

机构：

来源：

ChineseAnnalsofMathematics(SeriesB) | 2012年 / 33卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Backward doubly stochastic differential equations; Stochastic partial differential-integral equations; Random measure; Poisson process;

D O I：

暂无

中图分类号：

O211.63 [随机微分方程];

学科分类号：

摘要：

Backward doubly stochastic differential equations driven by Brownian motions and Poisson process(BDSDEP) with non-Lipschitz coeffcients on random time interval are studied.The probabilistic interpretation for the solutions to a class of quasilinear stochastic partial differential-integral equations(SPDIEs) is treated with BDSDEP.Under non-Lipschitz conditions,the existence and uniqueness results for measurable solutions to BDSDEP are established via the smoothing technique.Then,the continuous dependence for solutions to BDSDEP is derived.Finally,the probabilistic interpretation for the solutions to a class of quasilinear SPDIEs is given.

引用

页码：127 / 142

页数：16

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