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

  • 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.

     

    Abstract: 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.

     

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