搜索结果: 1-2 共查到“理学 Doubly SDEs”相关记录2条 . 查询时间(0.072 秒)
Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs
SPDE nonlinear Neumann boundary condition
2010/11/19
This paper is intended to give a representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use i...
Reflected Generalized Backward Doubly SDEs driven by Lévy processes and Applications
Doubly SDEs Lévy processes Applications
2010/11/19
In this paper, we study reflected generalized backward doubly stochastic differential equations driven by Teugels martingales associated with L\'evy process (RGBDSDELs, in short) with one continuous ...