白噪声和泊松随机测度驱动的倒向重随机微分方程  

Backward Doubly Stochastic Differential Equations Driven by White Noises and Poisson Random Measures

作　　者：杨叙[1] 

机构地区：[1]北方民族大学数学与信息科学学院,银川750021

出　　处：《应用概率统计》2016年第6期632-642,共11页Chinese Journal of Applied Probability and Statistics

基　　金：国家自然科学基金项目(11401012)资助

摘　　要：本文研究了一类由白噪声和泊松随机测度驱动的倒向重随机微分方程,并建立了此类方程解的定义以及Yamada-Watanabe定理.A class of backward doubly stochastic differential equations driven by white noises and Poisson random measures are studied in this paper. The definitions of solutions and Yamada-Watanabe type theorem to this equation are established.

关 键 词：倒向重随机微分方程 白噪声 泊松随机测度 Yamada-Watanabe定理 轨道唯一性 

分 类 号：O211.63[理学—概率论与数理统计]