| 无穷可数个Brown运动驱动的SDE的强解 |
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| 引用本文： | 宗凤喜,李如兵.无穷可数个Brown运动驱动的SDE的强解[J].云南民族大学学报(自然科学版),2010,19(5). |
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| 作者姓名： | 宗凤喜 李如兵 |
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| 作者单位： | 曲靖师范学院,数学与信息科学学院,云南,曲靖,655000 |
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| 基金项目： | 云南省教育厅科学研究基金，曲靖师范学院科学研究青年基金 |
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| 摘 要： | 研究了驱动项为无穷可数个Brown运动的一般的Ito随机微分方程,用标准的方法证明了强解的唯一存在性定理以及推广的Yamada定理.
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| 关 键 词： | 弱解 强解 分布唯一性 轨道唯一性 |
Strong Solutions of SDE Driven by Countably Many Brownian Motions |
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| ZONG Feng-xi,LI Ru-bing.Strong Solutions of SDE Driven by Countably Many Brownian Motions[J].Journal of Yunnan Nationalities University:Natural Sciences Edition,2010,19(5). |
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| Authors: | ZONG Feng-xi LI Ru-bing |
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| Institution: | ZONG Feng-xi,LI Ru-bing(School of Mathematics and Information Science,Qujing Normal University,Qujing 655000,China) |
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| Abstract: | At present,more and more scholars study infinite dimensional Brownian motions and the related SDE.Countably many Brownian motions are the simplest infinite dimensional Brownian motions,and the study of the SDE driven by countably many Brownian motions is good for the further study of the SDE driven by general infinite dimensional Brownian motions.This research studies Ito stochastic differential equation driven by countably many Brownian motions,and proves the unique existence theorem of its strong solution... |
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| Keywords: | weak solution strong solution uniqueness in distribution pathwise uniqueness |
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