A stochastic Fubini theorem: BSDE method
文献类型：期刊论文
| 作者 | Wang,Yanqing |
| 刊名 | Journal of Inequalities and Applications
 |
| 出版日期 | 2017-04-14 |
| 卷号 | 2017期号:1 |
| 关键词 | stochastic Fubini theorem backward stochastic differential equation random jumps 60H05 65C30 |
| ISSN号 | 1029-242X |
| DOI | 10.1186/s13660-017-1358-3 |
| 英文摘要 | AbstractIn this paper, we prove a stochastic Fubini theorem by solving a special backward stochastic differential equation (BSDE, for short) which is different from the existing techniques. As an application, we obtain the well-posedness of a class of BSDEs with the It? integral in drift term under a subtle Lipschitz condition. |
| 语种 | 英语 |
| WOS记录号 | BMC:10.1186/S13660-017-1358-3 |
| 出版者 | Springer International Publishing |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/371]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Wang,Yanqing |
| 作者单位 | Southwest University; School of Mathematics and Statistics |
| 推荐引用方式 GB/T 7714 | Wang,Yanqing. A stochastic Fubini theorem: BSDE method[J]. Journal of Inequalities and Applications,2017,2017(1). |
| APA | Wang,Yanqing.(2017).A stochastic Fubini theorem: BSDE method.Journal of Inequalities and Applications,2017(1). |
| MLA | Wang,Yanqing."A stochastic Fubini theorem: BSDE method".Journal of Inequalities and Applications 2017.1(2017). |
入库方式： OAI收割
来源：数学与系统科学研究院
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