| 平面上Volterra型随机微分方程解的轨道惟一性 |
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| 作者姓名： | 让光林 徐侃 |
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| 作者单位： | [1]DepartmentofMathematics,HuazhongUniversityofScienceandTechnology,Wuhan,430074 [2]DepartmentofMathematics,HubeiNormaluniversity,Huangshi,435002 |
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| 摘 要： | In this paper we prove the pathwise uniqueness of a kind of two-parameter Volterra type stochastic differential equations under the coefficients satisfy the nonLipschitz conditions. We use a martingale formula in stead of Itǒ formula, which leads to simplicity the process of proof and extends the result to unbounded coefficients case.
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| 关 键 词： | Volterra型 随机微分方程 轨道惟一性 系数 |
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