漂移系数局部无界和扩散系数为Hlder连续的随机微分方程的强解

Strong solution of SDES with locally unbounded drift and hlder continuous diffusion coefficients

当随机微分方程的扩散系数是指数1/2Hlder连续的而漂移系数是局部无界时,讨论了一维随机微分方程强解的存在唯一性.

The existence of a unique strong solution was proven for a one-dimension SDE with 1/2 -order Holder continuous diffusion coefficient and locally unbounded drift coefficient.