应用数学2009，Vol.22Issue(4)：778-784,7.
反射型的带跳倒向双重随机微分方程
Reflected Backward Doubly Stochastic Differential Equation with Jumps
摘要
Abstract
In this paper,we mainly prove the existence and uniqueness of a solution to reflected backward doubly stochastic differential equation with jumps.Main method is Snell envelope and the fixed point theorem.关键词
反射型的带跳倒向双重随机微分方程/Poisson随机测度/Snell包Key words
Reflected backward doubly stochastic differential equation with jumps/Poisson random measure/Snell envelope分类
数理科学引用本文复制引用
范锡良,任永..反射型的带跳倒向双重随机微分方程[J].应用数学,2009,22(4):778-784,7.基金项目
Supported by National Natural Science Foundation of China (10726075) （10726075）
