随机微分方程的拟比较定理

Quasi-comparison Theorem of Stochastic Differential Equations

讨论了随机微分方程的拟比较定理,即给出一种比较方法,对于两个任意维数的随机微分方程,比较一下两个方程的解,发现在一定条件下都会有类似于比较定理的关系成立.

Quasi-comparison theorem of stochastic differential equations(SDE) was studied,namely,a comparison method was introduced. By comparing the solution of two arbitrary dimensional SDEs using this method,it was found that the relation being similar to the comparison theorem was tenable in a fixed condition.