Zhong Liuyi. Adapted Solution of a Backward Nonlinear Stochastic Evolution Equation[J]. Geomatics and Information Science of Wuhan University, 1996, 21(2): 194-198.
Citation:
Zhong Liuyi. Adapted Solution of a Backward Nonlinear Stochastic Evolution Equation[J]. Geomatics and Information Science of Wuhan University, 1996, 21(2): 194-198.
Zhong Liuyi. Adapted Solution of a Backward Nonlinear Stochastic Evolution Equation[J]. Geomatics and Information Science of Wuhan University, 1996, 21(2): 194-198.
Citation:
Zhong Liuyi. Adapted Solution of a Backward Nonlinear Stochastic Evolution Equation[J]. Geomatics and Information Science of Wuhan University, 1996, 21(2): 194-198.
Adapted Solution of a Backward Nonlinear Stochastic Evolution Equation
In this paper,we study the following kind of backward nonlinear stochastic evolution equation x(t)+∫tTf(s,x(s),y(s))ds+∫tTy(s)dW(s)=X Under a rather mild assumption,only a local condition is satified.Local and global existence and uniqueness results are obtained.Where(Ω,F,P,W,Ft)is a stan-dard Wiener process,for any given(x,y),f(·,x·y)is an Ft-adapted process, and X is Ft-measurable.
DownLoad: