一类两指标Volterra型随机积分方程解的存在性、唯一性

EXISTENCE AND UNIQUENESS OF SOLUTION ON A CLASS OF VOLTERRA STOCHASTIC DIFFERENTIAL EQUATION IN THE PLANE

本文利用随机积分压缩函数的方法讨论两指标Volterra—ItO方程 X（Z）=φ（Z）+∫(RzK（Z,ξ）f1（ξ,X（ξ）dξ）+∫Rzf2（ξ,X（ξ））dB（ξ）,Z∈R+2其中B（Z）是平面上Win-ner—Yeh过程。在较Lip更一般的条件下,得到解的存在唯一性。

We consider Volterra-It0 SDE in the plane: Where B(z) is a Winner-Yeh process.Under the condition weaker than Lipschitz, we prove the existence and uniqueness of solution by the method of integral contracted function.