应用数学2006，Vol.19Issue(4)：863-868,6.
随机微分方程的强解
Strong Solutions of Stochastic Differential Equations
乔会杰1
作者信息
- 1. 华中科技大学数学系,湖北,武汉,430074
- 折叠
摘要
Abstract
In this paper,we prove existence and uniqueness of strong solutions for stochastic differential equations by a transformation of killing their diffusion coefficients.关键词
It(o)-Ventzell公式/随机偏微分方程/常微分方程Key words
It(o)-Ventzell's formula/Stochastic partial differential equations/Ordinary differential equations分类
数理科学引用本文复制引用
乔会杰..随机微分方程的强解[J].应用数学,2006,19(4):863-868,6.
