两参数Poisson型随机微分方程解的轨道唯一性判别及其应用

PATHWISE UNIQUENESS FOR SOLUTIONS OF TWO PARAMETERS POISSON TYPE STOCHASTIC DIFFERENTIAL EQUATION AND ITS APPLICATIONS

考虑了两参数Poisson型随机微分方程 :dxz=f(xz)λ(dz) +g(xz)dNz,z∈R2 +xz=x(0 ) ,z∈ R2 +在方程系数f。

The general method on pathwise uniqueness for solutions of two parameters Poisson type Stochastic Differential equation is discussed: d x z=f(x z)λ( d z)+g(x z) d N z,z∈R 2 + x z=x(0),z∈R 2 + and use its result for some applications.