B-值广义泛函意义下的Wick型随机微分方程

Wick-type stochastic differential equation in terms of B-valued generalized functional

将B-值白噪声广义泛函应用到随机微分方程中,建立B-值广义泛函意义下的Wick型随机微分方程,获得方程解的存在、唯一性定理,证明解的连续性及解对初值的连续依赖性.

By applying B-valued generalized functional of white noise to stochastic differential equation, a Wick-type stochastic differential equation in terms of B-valued generalized functional was built up. The theorem of existence and uniqueness of solutions to that equation was obtained. The continuity of the solutions and their continuous dependence on initial values of solutions were proved.