Lvy过程驱动的倒向重随机Volterra积分方程  

Backward Doubly Stochastic Volterra Integral Equations Driven by a Lvy Process

作　　者：刘存霞[1] 吕文[1] 

机构地区：[1]烟台大学数学与信息科学学院,山东烟台264005

出　　处：《烟台大学学报（自然科学与工程版）》2012年第3期157-161,共5页Journal of Yantai University(Natural Science and Engineering Edition)

基　　金：烟台大学青年基金(SX11Z2)

摘　　要：考虑一类由Teugels鞅和2个相互独立的布朗运动共同驱动的倒向重随机Volterra积分方程,在系数满足Lipschitz假设条件下,利用不动点定理证明了适应解的存在唯一性.A class of backward doubly stochastic Voherra integral equations driven by Teugel＇ s martingales and two mutually independent Brownian motions are investigated. Via fixed point theorem we prove the existence and uniqueness of adapted solution for those equations whose coeffients satisfy Lipschitz condition.

关 键 词：倒向重随机Volterra积分方程 Teugels鞅 Lvy过程 

分 类 号：O211.63[理学—概率论与数理统计]