白噪声和泊松随机测度驱动的倒向重随机微分方程的比较定理  

Comparison theorem for backward doubly stochastic differential equations driven by white noises and Poisson random measures

作　　者：杨叙[1] 李硕[2] YANG Xu LI Shuo(School of Mathematics and Information Science, Beifang University of Nationalities, Yinchuan 750021, Ningxia, China Department of Mathematics, Changji University, Changji 831100, Xinjiang, China)

机构地区：[1]北方民族大学数学与信息科学学院,宁夏银川750021 [2]昌吉学院数学系,新疆昌吉831100

出　　处：《山东大学学报（理学版）》2017年第4期26-29,39,共5页Journal of Shandong University(Natural Science)

基　　金：国家自然科学基金资助项目(11401012)

摘　　要：建立了一个由白噪声和泊松随机测度驱动的倒向重随机微分方程的比较定理。In this paper, a comparison theorem for a class of backward doubly stochastic differential equations driven by white noises and Poisson random measures was established.

关 键 词：倒向重随机微分方程 白噪声 泊松随机测度 比较定理 

分 类 号：O211.6[理学—概率论与数理统计]