| 非Lipschitz条件下半鞅随机微分方程解的唯一性(英文) |
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| 引用本文： | 费为银.非Lipschitz条件下半鞅随机微分方程解的唯一性(英文)[J].数学杂志,2010,30(3). |
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| 作者姓名： | 费为银 |
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| 作者单位： | 安徽工程科技学院应用数学系,安徽,芜湖,241000 |
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| 基金项目： | National Basic Research Program of China (973，国家自然科学基金，Anhui Natural Science Foundation |
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| 摘 要： | 本文研究了非Lipschitz条件下半鞅随机微分方程.利用It(o)分析和Gronwall不等式,探讨了随机微分方程无爆炸解,并证明了随机微分方程解的唯一性.
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| 关 键 词： | 随机微分方程 Gronwall引理 路径唯一性 非Lipschitz条件 半鞅 |
UNIQUENESS OF SOLUTIONS TO SDES DRIVEN BY SEMIMARTINGALE WITH NON-LIPSCHITZ CONDITIONS |
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| FEI Wei-yin.UNIQUENESS OF SOLUTIONS TO SDES DRIVEN BY SEMIMARTINGALE WITH NON-LIPSCHITZ CONDITIONS[J].Journal of Mathematics,2010,30(3). |
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| Authors: | FEI Wei-yin |
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| Institution: | FEI Wei-yin (Dept.of Applied Math.,Anhui University of Technology , Science,Wuhu 241000,China) |
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| Abstract: | In this article,a class of stochastic differential equations(SDEs) driven by semi-martingale with non-Lipschitz coefficients is studied.By using Ito calculus and Gronwall inequality, no explosion on the solution of SDEs is investigated.A pathwise uniqueness of solutions is proved. |
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| Keywords: | stochastic differential equations Gronwall lemma pathwise uniqueness non-Lipschitz conditions semimartingale |
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