一类倒向随机微分方程解的Levi定理 |
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引用本文: | 宋星,刘家保,唐桂林,吕宁宁,潘娜娜.一类倒向随机微分方程解的Levi定理[J].吉林林学院学报,2012(3):271-274. |
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作者姓名: | 宋星 刘家保 唐桂林 吕宁宁 潘娜娜 |
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作者单位: | 安徽新华学院公共课教学部,安徽合肥230088 |
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基金项目: | 安徽省高等学校省级自然科学基金项目(KJ2010B076); 安徽新华学院质量工程建设项目(2011tskcx07),安徽新华学院重点科研项目(2009jy014) |
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摘 要: | 在生成元g关于y连续、单调、一般增长,且关于z一致连续的条件下,用单调取极限的方法提出并证明了此类倒向随机微分方程解的Levi定理、Fatou定理、Lebesgue定理,推广了经典概率理论中的相应结论.
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关 键 词: | 倒向随机微分方程 Levi定理 Fatou定理 Lebesgue定理 |
The Levi Theorem for Solutions of a Class of Back Stochastic Differential Equation |
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Authors: | SONG Xing LIU Jia-bao TANG Gui-lin LU Ning-ning PAN Na-na |
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Institution: | (Common Course Department Anhui Xinhua University, Hefei 230088, China ) |
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Abstract: | Using limitation methods in monotonic case, we will put forward and prove the Levi theorem, Fatou theorem, Lebesgue theorem for solutions of the BSDE whose generator g is continuous, monotonic, common growth in y and uniformly continuous in z, the corresponding results in classical probability theory are generalized. |
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Keywords: | Back stochastic differential equation Levi theorem Fatou theorem Lebesgue theorem |
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