非Lipschitz条件下超前带跳倒向耦合随机微分方程的Wong-Zakai逼近

数学物理学报 ›› 2022, Vol. 42 ›› Issue (2): 520-556.

非Lipschitz条件下超前带跳倒向耦合随机微分方程的Wong-Zakai逼近

徐杰^1,*(),孙艳华²

¹ 河南师范大学数学与信息科学学院河南新乡 453002
² 河南科技学院数学科学学院河南新乡 453001

收稿日期:2020-08-20 出版日期:2022-04-26 发布日期:2022-04-18
通讯作者: 徐杰 E-mail:xujiescu@163.com
基金资助:
河南省高等学校重点科研项目计划(21A110011)

Wong-Zakai Approximations of Anticipated Backward Doubly Stochastic Differential Equations with Jumps in Non-Lipschitz Conditions

Jie Xu^1,*(),Yanhua Sun²

¹ College of Mathematics and Information Science, Henan Normal University, Henan Xinxiang 453002
² School of Mathematical Sciences, Henan Institute of Science and Technology, Henan Xinxiang 453001

Received:2020-08-20 Online:2022-04-26 Published:2022-04-18
Contact: Jie Xu E-mail:xujiescu@163.com
Supported by:
the Key Scientific Research Project Plans of Henan Province(21A110011)

摘要/Abstract

摘要：

在非Lipschitz条件下证明超前带跳倒向耦合随机微分方程的Wong-Zakai逼近.

关键词: 超前倒向耦合随机微分方程, 泊松跳, Wong-Zakai逼近, 非Lipschitz条件.

Abstract:

In this paper we will prove the Wong-Zakai approximation of anticipated backward doubly stochastic differential equations with Poisson jumps under the non-Lipschitz conditions.

Key words: Anticipated backward doubly stochastic differential equations, Possion jumps, Wong-Zakai approximations, Non-Lipschitz.

中图分类号:

O221

徐杰,孙艳华. 非Lipschitz条件下超前带跳倒向耦合随机微分方程的Wong-Zakai逼近[J]. 数学物理学报, 2022, 42(2): 520-556.

Jie Xu,Yanhua Sun. Wong-Zakai Approximations of Anticipated Backward Doubly Stochastic Differential Equations with Jumps in Non-Lipschitz Conditions[J]. Acta mathematica scientia,Series A, 2022, 42(2): 520-556.

参考文献 18

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