| 非李普希茨条件下无穷维随机微分方程的适度解 |
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| 引用本文： | 任永.非李普希茨条件下无穷维随机微分方程的适度解[J].数学研究,2005,38(3):231-237. |
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| 作者姓名： | 任永 |
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| 作者单位： | 华东理工大学数学系,上海,200237;安徽师范大学数学系,安徽,芜湖,241000 |
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| 基金项目： | Project supported by RSPYT of Anhui Educational Bureau (2004jq116) |
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| 摘 要： | 通过构造收敛的逼近列的方法给出了非李普希茨条件下无穷维随机微分方程dX=AX+f(X)]dt+BX+g(X)]dW的适度解的存在唯一性定理.文章推广了1]和2]的结论.
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| 关 键 词： | 适度解 非线性随机微分方程 非李普希茨条件 |
| 修稿时间： | 2004年7月26日 |
On the Mild Solution of Nonlinear Stochastic Differential Equations in Infinite Dimensions Under Non-Lipschitzian Condition |
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| Ren Yong.On the Mild Solution of Nonlinear Stochastic Differential Equations in Infinite Dimensions Under Non-Lipschitzian Condition[J].Journal of Mathematical Study,2005,38(3):231-237. |
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| Authors: | Ren Yong |
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| Abstract: | In this paper, we derive the existence and the uniqueness theorem for the mild solution of nonlinear stochastic differential equations dX=AX+f(X)]dt+BX+g(X)]dW in infinite dimensions under non-Lipschitzian condition by investigating the convergence of the successive approximation. This paper extends the result of 1] and 2]. |
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| Keywords: | mild solution nonlinear SDE non-Lipschitzian condition |
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