| 平面上二阶随机微分方程解的存在性,唯一性 |
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| 引用本文： | 徐侃.平面上二阶随机微分方程解的存在性,唯一性[J].湖北师范学院学报(哲学社会科学版),1995(3). |
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| 作者姓名： | 徐侃 |
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| 摘 要： | 本文讨论平面上二阶随机微分方程解的存在性与唯一性,得到与单参数情形下类似的结果。
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| 关 键 词： | 随机微分方程 强解 |
ON EXISTENCE AND UNIQUENESS OF SOLUTIONS OF SECOND ORDER STOCHASTIC DIFFERENTIAL EQUATIONS IN THE PLANE |
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| Xu Kan.ON EXISTENCE AND UNIQUENESS OF SOLUTIONS OF SECOND ORDER STOCHASTIC DIFFERENTIAL EQUATIONS IN THE PLANE[J].Journal of Hubei Normal University(Philosophy and Social Science),1995(3). |
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| Authors: | Xu Kan |
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| Institution: | Hubei Normal University |
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| Abstract: | We consider second order SDE in the plane Under Lipschitz condition,we prove the existence and uniqueness of strong solution |
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| Keywords: | stochastic differential equation strong solution |
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