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The Pathwise Uniqueness of Solution of Non-Markovian Stochastic Differential Equations With Jumps in Plane

The Pathwise Uniqueness of Solution of Non-Markovian Stochastic Differential Equations With Jumps in Plane
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摘要 Let (Ω,(?), P) be a complete probability space with a family of sub-σ-fields {(?)_z}_z∈R_+~2 which satisfies the usual conditions. Yeh considered the existence and uniqueness of strong solutions of the following non-Markovian stochastic differential equations (SDE)
作者 龙红卫
出处 《Chinese Science Bulletin》 SCIE EI CAS 1994年第22期1853-1858,共6页
基金 National Youth Science Foundation of China.
关键词 TWO-PARAMETER compensated POISSON process SDE pathwise uniqueness. 2-PARAMETER COMPENSATED POISSON PROCESS SDE PATHWISE UNIQUENESS
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