多维带跳倒向双重随机微分方程解的性质

The Property for Solutions of the Multi-Dimensional Backward Doubly Stochastic Differential Equations with Jumps

摘要: 本文研究一类多维带跳倒向双重随机微分方程, 给出了It\^o公式在带跳倒向双重随机积分情形下的推广形式, 同时运用推广形式的It\^o公式, 在Lipschitz条件下证明了方程解的存在性和唯一性.

Abstract: A multi-dimensional backward doubly stochastic differential equations with jumps was studied. The extension of the It\^o formula was given under backward doubly stochastic integral. By the extension of the It\^o formula, the existence and uniqueness of the solutions were obtained under Lipschitz condition.