摘要
本文研究了非Lipschitz条件下半鞅随机微分方程.利用It分析和Gronwall不等式,探讨了随机微分方程无爆炸解,并证明了随机微分方程解的唯一性.
In this article,a class of stochastic differential equations（SDEs） driven by semi-martingale with non-Lipschitz coefficients is studied.By using Ito calculus and Gronwall inequality, no explosion on the solution of SDEs is investigated.A pathwise uniqueness of solutions is proved.
出处
《数学杂志》
CSCD
北大核心
2010年第3期395-400,共6页
Journal of Mathematics
基金
Supported by National Basic Research Program of China(973 Program
2007CB814901)
National Natural Science Foundation of China(10826098)
Anhui Natural Science Foundation (090416225)
