摘要
设M、A、C分别为R_+~2=[0,∞)×[0,∞)上的两参数连续平方可积鞅和连续适应增过程.本文证明了随机方程(Ⅰ)解的存在性,轨道唯一性和收敛性成立.
This paper is concerned with exitence, pathwise uniqueness and covergence of the solutions for the stochastic nonliear integrodifferential equations of form, in the plane under suitabale conditions on the function involved in (1), where M, A, C are the 2-parameter continuous square integrable martingale and continuous adapted increasing processes on R_+~2=[0, ∞)×[0, ∞), respectively.
出处
《应用概率统计》
CSCD
北大核心
1993年第4期431-437,共7页
Chinese Journal of Applied Probability and Statistics