带跳反射倒向随机微分方程与相应的积分-偏微分方程障碍问题
被引量：1
摘要
证明由Brown运动和Poisson随机测度共同驱动的终端为停时的反射倒向随机微分方程存在唯一解,并且在Markov框架下该解为积分-偏微分方程障碍问题黏性解提供了概率解释．
出处
《中国科学（A辑）》
CSCD
北大核心
2006年第3期281-298,共18页
Science in China(Series A)
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