中国科学院研究生院学报2011，Vol.28Issue(1)：1-4,4.
一类特殊半鞅驱动的随机微分方程解的存在唯一性
Existence and pathwise uniqueness of solutions to SDE driven by a class of special semimartingale
摘要
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.关键词
存在性/轨道唯一性/特殊半鞅/逐次逼近Key words
existence/pathwise uniqueness/special semimartingale/successive approximation分类
数理科学引用本文复制引用
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].中国科学院研究生院学报,2011,28(1):1-4,4.基金项目
Supported partially by NSF(10826073,10901161)of China and the President Fund of GUCAS （10826073,10901161）
