A stochastic Fubini theorem: BSDE method

doi:10.1186/s13660-017-1358-3

	A stochastic Fubini theorem: BSDE method
	Wang,Yanqing
刊名	Journal of Inequalities and Applications
	2017-04-14
卷号	2017 期号:1
关键词	stochastic Fubini theorem backward stochastic differential equation random jumps 60H05 65C30
ISSN号	1029-242X
DOI	10.1186/s13660-017-1358-3
英文摘要	AbstractIn this paper, we prove a stochastic Fubini theorem by solving a special backward stochastic differential equation (BSDE, for short) which is different from the existing techniques. As an application, we obtain the well-posedness of a class of BSDEs with the It? integral in drift term under a subtle Lipschitz condition.
语种	英语
出版者	Springer International Publishing
WOS记录号	BMC:10.1186/S13660-017-1358-3
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/371]
专题	中国科学院数学与系统科学研究院
通讯作者	Wang,Yanqing
作者单位	Southwest University; School of Mathematics and Statistics
推荐引用方式 GB/T 7714	Wang,Yanqing. A stochastic Fubini theorem: BSDE method[J]. Journal of Inequalities and Applications,2017,2017(1).
APA	Wang,Yanqing.(2017).A stochastic Fubini theorem: BSDE method.Journal of Inequalities and Applications,2017(1).
MLA	Wang,Yanqing."A stochastic Fubini theorem: BSDE method".Journal of Inequalities and Applications 2017.1(2017).