EXISTENCE AND UNIQUENESS OF SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATION WITH RANDOM COEFFICIENTS

EXISTENCE AND UNIQUENESS OF SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATION WITH RANDOM COEFFICIENTS

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摘要 This paper mainly deals with a stochastic differential equation (SDE) with random coefficients. Sufficient conditions which guarantee the existence and uniqueness of solutions to the equation are given. This paper mainly deals with a stochastic differential equation (SDE) with random coefficients. Sufficient conditions which guarantee the existence and uniqueness of solutions to the equation are given.

作者 Guixin Hu, Wang Ke (Dept. of Math., Harbin Institute of Technology, Weihai 264209, Shandong)

出处《Annals of Differential Equations》 2010年第4期400-406,共7页 微分方程年刊（英文版）

基金 Supported by the National Natural Science Foundation of China(No.10701020)

关键词 stochastic differential equation random coefficients existence and uniqueness 2000 Mathematics Subject Classification 60H10 34A12 stochastic differential equation random coefficients existence and uniqueness 2000 Mathematics Subject Classification 60H10 34A12

分类号 O211.63 [理学—概率论与数理统计]

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Annals of Differential Equations

2010年第4期

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EXISTENCE AND UNIQUENESS OF SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATION WITH RANDOM COEFFICIENTS

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