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平面上一类两指标随机微分积分方程
引用本文:左继宏.平面上一类两指标随机微分积分方程[J].襄樊学院学报,2000(5).
作者姓名:左继宏
作者单位:襄樊学院数学系!湖北襄樊441053
摘    要:Yeh.J较详细地研究了方程系数α、β满足Lip条件和线性增长条件下方程有唯一强解.把上述方程推广到更一般方程中去(此类方程包含了一般二阶随机微分方程作为特例) 运用较Lip条件弱的条件得到强解的存在性和轨道唯一性.

关 键 词:两指标随机微分积分方程  强解  强解存在性

A Two-parameter Stochastic Diffcrentical-integral Equation in the plane
ZHUO Ji-hong.A Two-parameter Stochastic Diffcrentical-integral Equation in the plane[J].Journal of Xiangfan University,2000(5).
Authors:ZHUO Ji-hong
Abstract:Yeh.J has studied equation under the assumption that the coefficients and satisfy a Lip condition and a growth condition, and established that equation has unique strong solution. In this paper we will extend it to more general equation and apply weaker condition, than Lip condition to explain uniqueness and existence of strong solution.
Keywords:Two-parameter stochastic differential-integral Equation  Strong solution  Existence of strong solution
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