We establish a new type of backward stochastic differential equations(BSDEs)connected with stochastic differential games(SDGs), namely, BSDEs strongly coupled with the lower and the upper value functions of SDGs, wher...We establish a new type of backward stochastic differential equations(BSDEs)connected with stochastic differential games(SDGs), namely, BSDEs strongly coupled with the lower and the upper value functions of SDGs, where the lower and the upper value functions are defined through this BSDE. The existence and the uniqueness theorem and comparison theorem are proved for such equations with the help of an iteration method. We also show that the lower and the upper value functions satisfy the dynamic programming principle. Moreover, we study the associated Hamilton-Jacobi-Bellman-Isaacs(HJB-Isaacs)equations, which are nonlocal, and strongly coupled with the lower and the upper value functions. Using a new method, we characterize the pair(W, U) consisting of the lower and the upper value functions as the unique viscosity solution of our nonlocal HJB-Isaacs equation. Furthermore, the game has a value under the Isaacs’ condition.展开更多
Ablowitz and Musslimani proposed some new nonlocal nonlinear integrable equations including the nonlocal integrable nonlinear Schr?dinger equation. In this paper, we investigate the Darboux transformation of coupled n...Ablowitz and Musslimani proposed some new nonlocal nonlinear integrable equations including the nonlocal integrable nonlinear Schr?dinger equation. In this paper, we investigate the Darboux transformation of coupled nonlocal nonlinear Schr?dinger(CNNLS) equation with a spectral problem. Starting from a special Lax pairs, the CNNLS equation is constructed. Then, we obtain the one-, two-and N-soliton solution formulas of the CNNLS equation with N-fold Darboux transformation. Based on the obtained solutions, the propagation and interaction structures of these multi-solitons are shown, the evolution structures of the one-dark and one-bright solitons are exhibited with N = 1,and the overtaking elastic interactions among the two-dark and two-bright solitons are considered with N = 2. The obtained results are different from those of the solutions of the local nonlinear equations. Some different propagation phenomena can also be produced through manipulating multi-soliton waves.The results in this paper might be helpful for understanding some physical phenomena described in plasmas.展开更多
基金supported by the NSF of China(11071144,11171187,11222110 and 71671104)Shandong Province(BS2011SF010,JQ201202)+4 种基金SRF for ROCS(SEM)Program for New Century Excellent Talents in University(NCET-12-0331)111 Project(B12023)the Ministry of Education of Humanities and Social Science Project(16YJA910003)Incubation Group Project of Financial Statistics and Risk Management of SDUFE
文摘We establish a new type of backward stochastic differential equations(BSDEs)connected with stochastic differential games(SDGs), namely, BSDEs strongly coupled with the lower and the upper value functions of SDGs, where the lower and the upper value functions are defined through this BSDE. The existence and the uniqueness theorem and comparison theorem are proved for such equations with the help of an iteration method. We also show that the lower and the upper value functions satisfy the dynamic programming principle. Moreover, we study the associated Hamilton-Jacobi-Bellman-Isaacs(HJB-Isaacs)equations, which are nonlocal, and strongly coupled with the lower and the upper value functions. Using a new method, we characterize the pair(W, U) consisting of the lower and the upper value functions as the unique viscosity solution of our nonlocal HJB-Isaacs equation. Furthermore, the game has a value under the Isaacs’ condition.
基金supported by the Natural Science Foundation of Liaoning Province(Grant No.201602678)
文摘Ablowitz and Musslimani proposed some new nonlocal nonlinear integrable equations including the nonlocal integrable nonlinear Schr?dinger equation. In this paper, we investigate the Darboux transformation of coupled nonlocal nonlinear Schr?dinger(CNNLS) equation with a spectral problem. Starting from a special Lax pairs, the CNNLS equation is constructed. Then, we obtain the one-, two-and N-soliton solution formulas of the CNNLS equation with N-fold Darboux transformation. Based on the obtained solutions, the propagation and interaction structures of these multi-solitons are shown, the evolution structures of the one-dark and one-bright solitons are exhibited with N = 1,and the overtaking elastic interactions among the two-dark and two-bright solitons are considered with N = 2. The obtained results are different from those of the solutions of the local nonlinear equations. Some different propagation phenomena can also be produced through manipulating multi-soliton waves.The results in this paper might be helpful for understanding some physical phenomena described in plasmas.
