摘要
Let ω（t） = （ω<sub>1</sub>（t）,…, ω<sub>m</sub>（t））<sup>T</sup> be a Brownian motion defined on a complete probabili-ty space （Ω, F, P）. τ】0, A, B, C are n×n matrices. σ: R<sub>+</sub>×R<sup>n</sup>×R<sup>n</sup>→R<sup>n×n</sup>, whichis locally Lipschitz continuous and satisfies the linear growth condition. Theorem 1. Assume that there exists a symmetric nonnegative n×n matrix D such thatthe symmetric
