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Spatial Besov Regularity for Stochastic Partial Differential Equations on Lipschitz Domains
Spatial Besov Regularity Partial Differential Equations Lipschitz Domains
2010/11/15
We use the scale of Besov spaces B^\alpha_{\tau,\tau}(O), \alpha>0, 1/\tau=\alpha/d+1/p, p fixed, to study the spatial regularity of the solutions of linear parabolic stochastic partial differential ...
随机Lipschitz条件下BSDE解的连续性质
随机Lipschitz条件 倒向随机微分方程 连续性质
2012/11/22
论述了在随机Lipschitz条件下倒向随机微分方程解的性质.通过解的先验估计，分别得到了在随机Lipschitz条件下倒向随机微分方程的解关于终端值和生成元的连续性质.