| 一类两指标Volterra型随机积分方程解的存在性、唯一性 |
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| 引用本文： | 徐侃. 一类两指标Volterra型随机积分方程解的存在性、唯一性[J]. 湖北师范学院学报(哲学社会科学版), 1993, 0(3) |
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| 作者姓名： | 徐侃 |
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| 摘 要： | 本文利用随机积分压缩函数的方法讨论两指标Volterra—ItO方程 X(Z)=φ(Z)+∫_(R_zK(Z,ξ)f_1(ξ,X(ξ)dξ)+∫_(R_zf_2(ξ,X(ξ))dB(ξ)),Z∈R_+~2其中B(Z)是平面上Win-ner—Yeh过程。在较Lip更一般的条件下,得到解的存在唯一性。
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| 关 键 词： | Volterra—It0方程 积分压缩函数 Lip条件 |
EXISTENCE AND UNIQUENESS OF SOLUTION ON A CLASS OF VOLTERRA STOCHASTIC DIFFERENTIAL EQUATION IN THE PLANE |
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| Xu Kan. EXISTENCE AND UNIQUENESS OF SOLUTION ON A CLASS OF VOLTERRA STOCHASTIC DIFFERENTIAL EQUATION IN THE PLANE[J]. Journal of Hubei Normal University(Philosophy and Social Science), 1993, 0(3) |
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| Authors: | Xu Kan |
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| Affiliation: | Hubei Normal University |
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| Abstract: | We consider Volterra-It0 SDE in the plane: Where B(z) is a Winner-Yeh process.Under the condition weaker than Lipschitz, we prove the existence and uniqueness of solution by the method of integral contracted function. |
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| Keywords: | Voltetra-It0 equation integral contracted function Lipschitz condition |
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