数学杂志2010，Vol.30Issue(3)：395-400,6.
非Lipschitz条件下半鞅随机微分方程解的唯一性
UNIQUENESS OF SOLUTIONS TO SDES DRIVEN BY SEMIMARTINGALE WITH NON-LIPSCHITZ CONDITIONS
摘要
关键词
随机微分方程/Gronwall引理/路径唯一性/非Lipschitz条件/半鞅Key words
stochastic differential equations/Gronwall lemma/pathwise uniqueness/non-Lipschitz conditions/semimartingale分类
数理科学引用本文复制引用
费为银..非Lipschitz条件下半鞅随机微分方程解的唯一性[J].数学杂志,2010,30(3):395-400,6.基金项目
Supported by National Basic Research Program of China (973 Program:2007CB814901) （973 Program:2007CB814901）
National Natural Science Foundation of China (10826098) （10826098）
Anhui Natural Science Foundation(090416225). （090416225）
