Hilbert空间中带时滞的倒向随机发展方程(英文)  

Backward stochastic evolution equations with time delay generators in Hilbert spaces

作　　者：罗交晚[1] 李治[1] 

机构地区：[1]广州大学数学与信息科学学院,广东广州510006

出　　处：《广州大学学报（自然科学版）》2011年第4期1-3,共3页Journal of Guangzhou University:Natural Science Edition

基　　金：Partially supported by the NSF of China(10971041);the Specialized Research Fund for the Doctoral Program of Higher Education(20090002110047)

摘　　要：一些作者近期提出并研究了一类新的带时滞的倒向随机微分方程.文章考虑一类Hilbert空间中带时滞的无穷维倒向随机发展方程,获得了其mild解的存在性和惟一性,推广了一些最新结果.Very recently, a new class of backward stochastic differential equations were introduced, which have time delayed generator. In this paper, we consider backward stochastic evolution equations with time delayed generators in Hilbert spaces. The existence and uniqueness of mild solutions to this equations are obtained, and some known results are developed.

关 键 词：倒向随机发展方程 时滞 MILD解 

分 类 号：O211.63[理学—概率论与数理统计]