标题:Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential Equations
作者:Zhu, Qingfeng; Shi, Yufeng
作者机构:[Zhu, Qingfeng] Shandong Univ Finance & Econ, Sch Math & Quantitat Econ, Jinan 250014, Peoples R China.; [Zhu, Qingfeng; Shi, Yufeng] Shandong Univ, 更多
通讯作者:Shi, YF
通讯作者地址:[Shi, YF]Shandong Univ, Inst Financial Studies, Jinan 250199, Peoples R China.
来源:ABSTRACT AND APPLIED ANALYSIS
出版年:2014
DOI:10.1155/2014/194341
摘要:Mean-field forward-backward doubly stochastic differential equations (MF-FBDSDEs) are studied, which extend many important equations well studied before. Under some suitable monotonicity assumptions, the existence and uniqueness results for measurable solutions are established by means of a method of continuation. Furthermore, the probabilistic interpretation for the solutions to a class of nonlocal stochastic partial differential equations (SPDEs) combined with algebra equations is given.
收录类别:SCOPUS;SCIE
资源类型:期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-84899413614&doi=10.1155%2f2014%2f194341&partnerID=40&md5=9277d2bd492d41cb203121baf06ec951
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