| 一类特殊半鞅驱动的随机微分方程解的存在唯一性 |
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| 引用本文： | 曹桂兰. 一类特殊半鞅驱动的随机微分方程解的存在唯一性[J]. 中国科学院大学学报, 2011, 28(1): 1-4. DOI: 10.7523/j.issn.2095-6134.2011.1.001 |
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| 作者姓名： | 曹桂兰 |
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| 作者单位： | 中国科学院研究生院数学科学学院,北京 100049 |
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| 基金项目： | Supported partially by NSF(10826073,10901161) of China and the President Fund of GUCAS |
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| 摘 要： | 研究了随机微分方程dXt=F(X)tdZt解的存在唯一性,其中F为非Lipschitz系数,Z属于一类特殊半鞅.
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| 关 键 词： | 存在性 轨道唯一性 特殊半鞅 逐次逼近 |
| 收稿时间： | 2010-03-09 |
| 修稿时间： | 2010-05-06 |
Existence and pathwise uniqueness of solutions to SDE driven by a class of special semimartingale |
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| CAO Gui-Lan. Existence and pathwise uniqueness of solutions to SDE driven by a class of special semimartingale[J]. , 2011, 28(1): 1-4. DOI: 10.7523/j.issn.2095-6134.2011.1.001 |
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| Authors: | CAO Gui-Lan |
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| Affiliation: | School of Mathematical Sciences,Graduate University, Chinese Academy of Sciences,Beijing 100049,China |
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| Abstract: | We prove the existence and uniqueness of solutions to stochastic differential equations dXt=F(X)tdZt,where F is non-Lipschitz coefficient and Z is in a kind of special semimartingale. |
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| Keywords: | existence pathwise uniqueness special semimartingale successive approximation |
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