NON-LIPSCHITZ

作品数：36被引量：36H指数：2
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相关领域：理学更多>>
相关作者：司徒荣尹居良更多>>
相关机构：中山大学暨南大学电子科技大学重庆师范大学更多>>
相关期刊：《Acta Mathematicae Applicatae Sinica》《Acta Mathematica Scientia》《Chinese Journal of Electronics》《Probability, Uncertainty and Quantitative Risk》更多>>
相关基金：国家自然科学基金国家重点基础研究发展计划中国博士后科学基金安徽省自然科学基金更多>>
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Projected subgradient method for non-Lipschitz set-valued mixed variational inequalities
《Applied Mathematics and Mechanics(English Edition)》2011年第10期1345-1356,共12页唐国吉 黄南京 
supported by the Key Program of National Natural Science Foundation of China(No.70831005);the National Natural Science Foundation of China(No.10671135);the Fundamental Research Funds for the Central Universities(No.2009SCU11096)
A projected subgradient method for solving a class of set-valued mixed variational inequalities （SMVIs） is proposed when the mapping is not necessarily Lipschitz. Under some suitable conditions, it can be proven tha...
关键词：set-valued mixed Variational inequality （SMVI） projected subgradient method non-Lipschitz mapping CONVERGENCE 
ON SOLUTIONS OF BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS,WITH UNBOUNDED STOPPING TIMES AS TERMINAL AND WITH NON-LIPSCHITZ COEFFICIENTS,AND PROBABILISTIC INTERPRETATION OF QUASI-LINEAR ELLIPTIC TYPE INTEGRO-DIFFERENTIAL EQUATIO被引量：1
《Applied Mathematics and Mechanics(English Edition)》2000年第6期659-672,共14页司徒荣 王越平 
theNationalNaturalScienceFoundationofChina( 79790 13 0 ) ;theFoundationofZhongshanUniversityFrontResearch
The existence and uniqueness of solutions to backward stochastic differential equations with jumps and with unbounded stopping time as terminal under the non_Lipschitz condition are obtained. The convergence of soluti...
关键词：backward stochastic differential equations(BSDEs) with jumps unbounded stopping time adapted solutions convergence of solutions quasi_linear elliptic equations integro_differential operators. 
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