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Hilbert空间上带跳倒向随机发展方程的适应解(Ⅰ)
Adapted Solutions of Backward Stochastic Evolution Equations with Jumps on Hilbert Space
【摘要】 得到Hilbert空间上关于柱体布朗运动及Poisson随机鞅测度的鞅表示定理;证明了算子半群与算子群情形下Hilbert空间上关于柱体布朗运动及Poisson鞅测度的一类倒向随机发展方程的适应解的存在唯一性定理及重要估计式。
【Abstract】 The martingale representation theorem is obtained for the cylindrical Brownian Motion and Poisson mar-tingale measure on Hubert spaces. Then the existence and uniqueness of adapted solutions of some backward stochastic evolution equations with jumps on Hilbert spaces are proved in the cases of operator semi-groups and oper-ator groups with weaker conditions respectively. Some useful estimates are also obtined.
【关键词】 鞅表示定理;
带跳倒向随机发展方程;
适应解;
【Key words】 martingale representation theorem; backward stochastic evolution equation with jumps; adapted solu-tion;
【Key words】 martingale representation theorem; backward stochastic evolution equation with jumps; adapted solu-tion;
【基金】 国家自然科学基金重大资助项目(79790130)
- 【文献出处】 中山大学学报(自然科学版) ,Acta Scientiarum Naturalium Universitatis Sunyatseni , 编辑部邮箱 ,2001年01期
- 【分类号】O211.63
- 【被引频次】3
- 【下载频次】55