抽象空间随机常微分方程的样本解

SAMPLE SOLUTIONS OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS IN ABSTRACT SPACES

利用关于多值映射可测选择的结果，得到了一个随机柯西问题样本解的存在性定理。并且讨论了一阶周期边值问题的样本最大、最小解的存在性。

We prove the existence of sample soultions for stochastic Cauchy prob-lems. By means of a known result about measurable selections of multivated maps, a exis-tence theory is obtained, and then we discuss the existence of sample maximal and minimal soultions of first order stochastic periodic boundary value problem.