| Pathwise Uniqueness of the Solutions toVolterra Type Stochastic DifferentialEquations in the Plane |
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| 作者姓名： | 让光林 徐侃 |
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| 作者单位： | Department of Mathematics，Huazhong University of Science and Technology，Wuhan，430074 Department of Mathematics，Hubei University，Wuhan，430062，Department of Mathematics，Hubei Normal university，Huangshi，435002 |
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| 基金项目： | Foundation item: Hubei University Youngth Foundations (099206). |
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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 non-Lipschitz conditions. We use a martingale formula in stead of Ito formula, which leads to simplicity the process of proof and extends the result to unbounded coefficients case.
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Pathwise Uniqueness of the Solutions toVolterra Type Stochastic DifferentialEquations in the Plane |
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| RANG Guanglin.Pathwise Uniqueness of the Solutions toVolterra Type Stochastic DifferentialEquations in the Plane[J].Northeastern Mathematical Journal,2003(4). |
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| Authors: | RANG Guanglin |
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| Abstract: | In this paper we prove the pathwise uniqueness of a kind of two-parameter Volterra type stochastic differential equations under the coefficients satisfy the non-Lipschitz conditions. We use a martingale formula in stead of Ito formula, which leads to simplicity the process of proof and extends the result to unbounded coefficients case. |
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| Keywords: | pathwise uniqueness of solutions volterra type stochastic differential equation martingale formula two-parameter |
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