Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential Equations

被引：0
|
作者：
Zhu, Qingfeng [1 ,2 ,3 ]
Shi, Yufeng [2 ,3 ]
机构：
[1] Shandong Univ Finance & Econ, Sch Math & Quantitat Econ, Jinan 250014, Peoples R China
[2] Shandong Univ, Inst Financial Studies, Jinan 250199, Peoples R China
[3] Shandong Univ, Sch Math, Jinan 250199, Peoples R China
来源：
ABSTRACT AND APPLIED ANALYSIS | 2014年
基金：
中国国家自然科学基金;
关键词：
MAXIMUM PRINCIPLE; CONTROL SYSTEMS; SPDES; CALCULUS; DYNAMICS; DRIVEN; PDIES; LIMIT;
D O I：
10.1155/2014/194341
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Mean-field forward-backward doubly stochastic differential equations (MF-FBDSDEs) are studied, which extend many important equations well studied before. Under some suitable monotonicity assumptions, the existence and uniqueness results for measurable solutions are established by means of a method of continuation. Furthermore, the probabilistic interpretation for the solutions to a class of nonlocal stochastic partial differential equations (SPDEs) combined with algebra equations is given.
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页数：10
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