| 双参数带跳随机微分方程解的连续逼近 |
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| 引用本文： | 何凯,曹桂兰. 双参数带跳随机微分方程解的连续逼近[J]. 应用数学, 2006, 19(1): 51-55 |
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| 作者姓名： | 何凯 曹桂兰 |
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| 作者单位： | 华中科技大学数学系,湖北,武汉,430074 |
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| 摘 要： | 本文我们用逐次逼近的方法研究双参数带跳随机微分方程解的存在性和轨道唯一性.
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| 关 键 词： | 逐次逼近 存在性 轨道唯一性 |
| 文章编号： | 1001-9847(2006)01-0051-05 |
| 收稿时间： | 2004-12-06 |
| 修稿时间： | 2004-12-06 |
Successive Approximations of Solutions to Stochastic Differential Equations with Jump in the Plane |
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| HE Kai,CAO Gui-lan. Successive Approximations of Solutions to Stochastic Differential Equations with Jump in the Plane[J]. Mathematica Applicata, 2006, 19(1): 51-55 |
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| Authors: | HE Kai CAO Gui-lan |
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| Affiliation: | Department of Mathematics, Huazhong University of Science and Technology, Wuhan 430074, China |
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| Abstract: | In this paper,we study the existence and uniqueness of solutions to stochastic differential equations with jump in the plane by successive approximation's method. |
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| Keywords: | Successive approximation Existence Pathwise uniqueness |
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