Markov调制的随机微分方程极小解与极大解的存在性
Existence of minimal and maximal solutions of stochastic differential equations with Markovian switching
摘要
运用比较方法,在较为一般的条件下,证明了一维M arkov调制的随机微分方程极小解与极大解的存在性。
This paper is concerned with the existence of minimal and maximal solutions of 1 - dimensional stochastic differential equation with Markovian switching under rather mild conditions for coefficients. To this usual comparison methods is used.
出处
《湖北师范学院学报（自然科学版）》
2007年第2期39-42,共4页
Journal of Hubei Normal University(Natural Science)
基金
湖北省教育厅重点项目(2005D2202)
关键词
MARKOV过程
随机微分方程
极小解
极大解
Markov process
stochastic differential equation
minimal solution
maximal solution.
参考文献6
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