摘要
在系数σ、b不连续的情况下,利用指数半鞅理论和局部时的Krylov估计,得到了连续半鞅型随机微分方程解的非流合性和强比较定理。
In this paper,using exponential semimartingale and Ktylov'sestimates of local time,author studies the non-confluent property andcomparison theorem of solution of one-dimensional stochastic differentialequations with respect to continuous semimartingales which havediscontinuous coefficients δ and b.
出处
《湘潭大学自然科学学报》
CAS
CSCD
1993年第1期57-60,共4页
Natural Science Journal of Xiangtan University
关键词
半鞅
随机微分方程
非流合性
semimartingale
stochastic differential equation
non-confluent property
