几类倒向双重随机微分方程及其应用研究

11371029
2013
A0210.随机分析与随机过程
任永
面上项目
教授
安徽师范大学
62万元
时滞算子;次微分算子;倒向双重随机微分方程;随机偏微分（-积分）方程
2014-01-01到2017-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 A note on the second-order non-autonomous neutral stochastic evolution equations with infinite delay under Carathéodory conditions 期刊论文 Ren Yong;Hou Tingting;Sakthivel R.;Cheng Xing
2 Multi-valued backward stochastic differential equations driven by G-Brownian motion and its applications 期刊论文 Yang Fenfen;Ren Yong;Hu Lanying
3 Large deviation for mean-field stochastic differential equations with subdifferential operator 期刊论文 Ren Yong;Wang Jun
4 由Lvy过程驱动的反射型倒向随机微分方程(英文) 期刊论文 范锡良;李芳;祝东进
5 Anticipated BSDEs driven by time-changed Lévy noises 期刊论文 Liu Youxin;Ren Yong
6 Impulsive neutral stochastic functional integro-differential equations with infinite delay driven by fBm 期刊论文 Ren Yong;Cheng Xing;Sakthivel R.
7 On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information 期刊论文 Zhou Qing;Ren Yong;Wu Weixing
8 Square-mean pseudo almost automorphic mild solutions for stochastic evolution equations driven by G-Brownian motion 期刊论文 Gu Yuanfang;Ren Yong;Sakthivel R.
9 Mean-field backward stochastic differential equations with subdifferential operator and its applications 期刊论文 Lu Wen;Ren Yong;Hu Lanying
10 Anticipated BSDEs driven by a single jump process 期刊论文 Hu Lanying;Ren Yong;Yang Li
11 Mean-field backward stochastic differential equations in general probability spaces 期刊论文 Lu Wen;Ren Yong;Hu Lanying
12 Reflected backward stochastic differential equations with jumps in time-dependent random convex domains 期刊论文 Imade Fakhouri;Youssef Ouknine;Ren Yong
13 Logarithmic Sobolev inequalities for fractional diffusion 期刊论文 Fan Xiliang
14 Stochastic Volterra equations driven by fractional Brownian motion 期刊论文 Fan Xiliang
15 Bismut formulae and applications for stochastic (functional) differential equations driven by fractional Brownian motions8 期刊论文 Fan Xiliang;Ren Yong
16 Minimizing Upper Bound of Ruin Probability Under Discrete Risk Model with Markov Chain Interest Rate 期刊论文 Xu Lin;Zhu Dongjin;Zhou Yanru
17 p-Moment stability of solutions to stochastic differential equations driven by G-Brownian motion 期刊论文 Hu Lanying;Ren Yong;Xu Tianbao
18 Multi-valued stochastic differential equations driven by G-Brownian motion and related stochastic control problems 期刊论文 Ren Yong;Wang Jun;Hu Lanying
19 The p-th moment stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion 期刊论文 Ren Yong;Jia Xuejuan;R. Sakthivel
20 Asymptotical boundedness and stability for stochastic differential equations with delay driven by G-Brownian motion 期刊论文 Yin Wensheng;Ren Yong
21 Continuous dependence property of BSDE with constraints 期刊论文 Wu Helin;Ren Yong;Hu Feng
22 Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay 期刊论文 Ren Yong;Hou Tingting;Sakthivel R.
23 Mean-field backward stochastic differential equations on Markov chains 期刊论文 Lu Wen;Ren Yong
24 A new type of reflected doubly backward stochastic differential equations 期刊论文 Aman Auguste;Ren Yong
25 Exponential stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion 期刊论文 Ren Yong;Jia Xuejuan;Hu Lanying
26 Stochastic functional differential equations of Soboley-type with infinite delay 期刊论文 Revathi P.;Sakthivel R.;Ren Yong
27 Stability analysis of impulsive stochastic Cohen–Grossberg neural networks driven by G-Brownian motion 期刊论文 Ren Yong;Gu Yuanfang;Zhou Qing
28 Integration by parts formula and applications for SDEs driven by fractional Brownian motions 期刊论文 Fan Xiliang
29 Existence of almost automorphic mild solutions to non-autonomous neutral stochastic differential equations 期刊论文 Revathi P.;Sakthivel R.;Ren Yong;Marshal Anthoni S.
30 Harnack-Type Inequalities and Applications for SDE Driven by Fractional Brownian Motion 期刊论文 Fan Xi-Liang
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