摘要
设M和A,B,C分别为R上的两参数连续平方可积鞅和连续可积适应增过程.在系数a,b,ψ,ψ满足合适的条件下,本文证明了两参数随机方程解的存在性、轨道唯一性和收敛性成立.
Let M, A, B, C be the two-parameter continuous square integrable martingale and continuous integrable adapted increasing processes on R, respectively, the existence, pathwise uniqueness and convergence of solutions for the stochastic linear integrdifferential equations in the plane,is proved under the assumption that a, b, ψ, ψ satisfy some suitable conditions in this paper.
出处
《应用数学》
CSCD
1997年第4期33-38,共6页
Mathematica Applicata
关键词
随机积分
随机方程
解
两参数鞅
轨道唯一性
Two-Parameter martingal
Two-parameter stochastic integral
Stochastic equation