两参数带跳泛函型随机微分方程强解的存在唯一性

Existence and Uniqueness of Strong Solutions for Two parameter Functional Stochastic Differential Equations with Respect to Brown Sheet and Poisson Sheet

通过推广两参数Ｂｅｌｍａｎ不等式，在较弱条件下，证明了两参数具有泛函系数的带有Ｂｒｏｗｎ单及及广义Ｐｏｉｓｓｏｎ单的随机微分方程强解的存在唯一性．

Under some weaker condition than Lipschitz condition, by generalizing two parameter Bellmans inequality. We prove the existence and uniqueness of strong solutions for two parameter stochastic differential equations with respect to Brown sheet and generalized Poisson sheet, which have functional coefficients.