| 随机微分方程弱解的稳定性和存在性 |
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| 引用本文： | 元昌安.随机微分方程弱解的稳定性和存在性[J].应用数学,1996,9(4):409-415. |
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| 作者姓名： | 元昌安 |
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| 作者单位： | 广西农大林学院 |
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| 摘 要： | 本文研究了驱动项为无穷维Ｂｒｏｗｎ运动的一般Ｉｔ随机微分方程，给出了还问题的解和弱解的存在性关系，证明了在线性增长条件下，方程弱解的稳定性和存在性定理．
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| 关 键 词： | 无穷维Brown运动 Ito积分 随机微分方程 鞅 弱解 |
Existence and Stability of Weak Solutions of Stochastic Differential Equations |
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| Yuan Changan.Existence and Stability of Weak Solutions of Stochastic Differential Equations[J].Mathematica Applicata,1996,9(4):409-415. |
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| Authors: | Yuan Changan |
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| Abstract: | In this paper,the S. D.E.driven by an infinite dimensional Browian motions is investigated. Under some linear increasing conditions,the stability and existence of the weak solution is proved. |
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| Keywords: | Infinite dimensional Brown motions It integrals S D E Martingale Weak Solutions |
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