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吴臻

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期刊论文

FULLY COUPLED FBSDE WITH BROWNIAN MOTION AND POISSON PROCESS IN STOPPING TIME DURATION

吴臻ZHEN WU

J. Aust. Math. Soc. 74 (2003), 1-18,-0001,():

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摘要/描述

We first give the existence and uniqueness result and a comparison theorem for backward stochastic differential equations with Brownian motion and Poisson process as the noise source in stopping time (unbounded) duration. Then we obtain the existence and uniqueness result for fully coupled forwardbackward stochastic differential equation with Brownian motion and Poisson process in stopping time (unbounded) duration. We also proved a comparison theorem for this kind of equation.

【免责声明】以下全部内容由[吴臻]上传于[2006年12月05日 18时18分02秒],版权归原创者所有。本文仅代表作者本人观点,与本网站无关。本网站对文中陈述、观点判断保持中立,不对所包含内容的准确性、可靠性或完整性提供任何明示或暗示的保证。请读者仅作参考,并请自行承担全部责任。

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