The Sub-martingale Problem for reflected diffusions with Poisson Jumps in a Half-space and Its Application

Ding Deng

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The Sub-martingale Problem for reflected diffusions with Poisson Jumps in a Half-space and Its Application

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- The Sub-martingale Problem for reflected diffusions with Poisson Jumps in a Half-space and Its Application
- Acta Scientiarum Naturalium Universitatis SunYatseni Vol. 34, Issue 2, Pages: 7-13(1995)
- 作者机构：
  
  中山大学数学系
- 作者简介：
- 基金信息：
- DOI：
  CLC：
- Published：1995，
  
  Published Online：25 March 1995，
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Ding Deng. The Sub-martingale Problem for reflected diffusions with Poisson Jumps in a Half-space and Its Application. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 34(2):7-13(1995)
DOI：

Ding Deng. The Sub-martingale Problem for reflected diffusions with Poisson Jumps in a Half-space and Its Application. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 34(2):7-13(1995) DOI：

摘要

提出一个联系于一类在上半空间上带泊松跳的反射扩散过程的下鞅问题，并在一组软弱的条件之下证明该下勒问题的解的存在性。进而讨论了这一类下鞅问题的解与一类在上半空间上具有反射边界的带泊松跳的随机微分方程的解的关系，并在一定的条件下证明了这两种解的一种等价关系。

Abstract

The sub martingale problems for reflected diffusions with Piosson jumps in ahalf-space are considered.The existence of solutions for sub-martingale problemswithout continuity assumptions on the coefficients is obtained.And from the solutionsof the sub-martingale problems

the existence of a weak solution is established for astochastic differential equation with Poisson jumps in a half- space with refectingboundary conditions.

关键词

鞅下鞅问题随机微分方程

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