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

论文发布时间：[2010-01-25] 范文大全编辑：Voive.net

所有作者：朱庆峰石玉峰

作者单位：山东财政学院统计与数理学院

论文摘要：A type of backward doubly stochastic differential equations driven by Brownian motions and Poisson process (BDSDEP in short) with non-Lipschitzian coefficients on random time interval is studied。 The probabilistic interpretation for the solutions to a class of quasilinear stochastic partial differential-integral equations (SPDIEs in short) is treated with BDSDEP。 Under non-Lipschitzian conditions， the existence and uniqueness results for measurable solutions of BDSDEP are established via the smoothing technique。 Then， the continuous dependence for solutions of BDSDEP is derived。 Finally， the probabilistic interpretation for the solutions to a class of quasilinear SPDIEs is given。

关键词： Backward doubly stochastic differential equations stochastic partial differential-integral equation

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