arXiv subjects

Lanying Hu

Publications and source records attributed to Lanying Hu.

2 recordsLinked to original sources

arXiv2013

Mean-field backward stochastic differential equations with subdifferrential operator and its applications

In this paper, we deal with a class of mean-field backward stochastic differential equations with subdifferrential operator corresponding to a lower semi-continuous convex function. By means of Yosida approximation, the existence and uniqueness of the solution is established. As an application, we give a probability interpretation for the viscosity solutions of a class of nonlocal parabolic variational inequalities.

math.PR↗

arXiv2013

Multivalued backward doubly stochastic differential equations with time delayed coefficients

In this paper, we deal with a class of multivalued backward doubly stochastic differential equations with time delayed coefficients. Based on a slight extension of the existence and uniqueness of solutions for backward doubly stochastic differential equations with time delayed coefficients, we establish the existence and uniqueness of solutions for these equations by means of Yosida approximation.

math.PR↗