THE PATH UNIQUENESS OF THE SOLUTION OF THE TWO-PARAMETER POISSON TYPE STOCHASTIC DIFFERENTIAL EQUATION

THE PATH UNIQUENESS OF THE SOLUTION OF THE TWO-PARAMETER POISSON TYPE STOCHASTIC DIFFERENTIAL EQUATION

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摘要 Given (Ω, (?), P ), let ∧ be a nonnegative additional set function on R_+~2 and have density function λ about Lebesgue measure l. For simplicity, in this report, we always suppose that there exists a constant M】0 such that d∧/dl=λ≤M.

作者陈雄

机构地区 Department of Mathematics

出处《Chinese Science Bulletin》 SCIE EI CAS 1989年第19期1590-1594,共5页

关键词 TWO-PARAMETER POISSON process SDE strong SOLUTION UNIQUENESS two-parameter Poisson process SDE strong solution uniqueness

分类号 N [自然科学总论]

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Chinese Science Bulletin

1989年第19期

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THE PATH UNIQUENESS OF THE SOLUTION OF THE TWO-PARAMETER POISSON TYPE STOCHASTIC DIFFERENTIAL EQUATION

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