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论文题目：Comparison Theorem for any Solutions of Backward Stochastic Differential Equations and its Application 作者:Shiyu Li,Wujun Gao and Jinhui Wang |
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6楼2013-03-17 23:26:59
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Accession number: 20122315085743 Title: Comparison theorem for any solutions of backward stochastic differential equations and its application Authors: Li, Shiyu1 ; Gao, Wujun1 ; Wang, Jinhui1 Author affiliation: 1 Faculty of Science, Jiangxi University of Science and Technology, Ganzhou, Jiangxi, 341000, China Corresponding author: Li, S. (lishiyu83@126.com) Source title: Advanced Materials Research Abbreviated source title: Adv. Mater. Res. Volume: 524-527 Monograph title: Natural Resources and Sustainable Development II Issue date: 2012 Publication year: 2012 Pages: 3801-3804 Language: English ISSN: 10226680 ISBN-13: 9783037854174 Document type: Conference article (CA) Conference name: 1st International Conference on Energy and Environmental Protection, ICEEP 2012 Conference date: June 23, 2012 - June 24, 2012 Conference location: Hohhot, China Conference code: 89966 Publisher: Trans Tech Publications, P.O. Box 1254, Clausthal-Zellerfeld, D-38670, Germany Abstract: In this paper, we study the one-dimensional backward stochastic equations driven by continuous local martingale. We establish a generalized the comparison theorem for any solutions where the coefficient f (t, y, z) is uniformly Lipschitz continuous in z and is equi-continuous in y. © (2012) Trans Tech Publications. Number of references: 10 Main heading: Differential equations Controlled terms: Materials science Uncontrolled terms: Backward stochastic differential equations - Comparison theorem - Continuous local martingale - Lipschitz continuous - Predictable representation property of martingale - Stochastic equations Classification code: 921.2 Calculus - 951 Materials Science DOI: 10.4028/www.scientific.net/AMR.524-527.3801 Database: Compendex Compilation and indexing terms, © 2012 Elsevier Inc. |
2楼2012-06-16 21:09:56
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