中国科学技术大学学报 ›› 2019, Vol. 49 ›› Issue (3): 203-209.DOI: 10.3969/j.issn.0253-2778.2019.03.005

• 原创论文 • 上一篇    下一篇

时间相依的超前倒向随机发展方程

占德胜   

  1. 1.马鞍山职业技术学院基础部, 安徽马鞍山 243031;2.安徽师范大学数学系,安徽芜湖 241000
  • 收稿日期:2017-06-26 修回日期:2018-06-03 出版日期:2019-03-30 发布日期:2019-03-30

Anticipated time-dependent backward stochastic evolution equations

  1. ZHANG Desheng, CHU Jing2
  • Received:2017-06-26 Revised:2018-06-03 Online:2019-03-30 Published:2019-03-30
  • Contact: ZHAN Desheng
  • About author:ZHAN Desheng (corresponding author), male, born in 1968 , master/ associate Prof. Research field:Stochastic differential equations and their applications.E-mail: zhandesheng559@163.com

摘要: 讨论了Hilbert空间中一类时间相依的超前倒向随机发展方程,给出了其解的存在唯一性定理.作为应用,探讨了一类超前倒向随机偏微分方程的演化解. 所得结果推广了已有相关结论.

关键词: 超前倒向随机发展方程, 时间相依, 演化解

Abstract: A class of anticipated time-dependent backward stochastic evolution equation

Key words: anticipated backward stochastic evolution equation, time-dependent, evolution solution