应用数学2010，Vol.23Issue(3)：474-481,8.
由Lévy过程驱动的双重反射型倒向随机微分方程
Doubly Reflected Backward Stochastic Differential Equation Driven by a Lévy Process
摘要
关键词
反射型倒向随机微分方程/Teugels鞅/Lévy过程/Snell包络/Mokobodski假设Key words
Reflected backward stochastic differential equation/Teugels martingale/Lévy process/Snell envelope/Mokobodski's hypothesis分类
数理科学引用本文复制引用
范锡良,任永..由Lévy过程驱动的双重反射型倒向随机微分方程[J].应用数学,2010,23(3):474-481,8.基金项目
Supported in part by NNSFC (10901003), the Research Project of Natural Science Foundation of Anhui Provincial University(KJZ010B345), and the Grant for Youth of Anhui Normal University (2009XQN56) （10901003）
