摘要
用局部时方法和随机Gronwall不等式,证明了一维Its型随机微分方程强解的比较定理.该方程的漂流系数可以间断.
By means of the local time methode and stochastic GronWall inequality, we prove acomparison theorem for solutions of one-dimensional stochastic differential equations, equations, which havediscontinuous drift coefficents.
出处
《纺织高校基础科学学报》
CAS
1995年第1期16-20,共5页
Basic Sciences Journal of Textile Universities
关键词
局部时
随机微分方程
比较定理
强解
local time,stochastic Gronwall inequality,stochastic differential equation, comarison theorem