两参数连续鞅型随机微分方程解的轨道唯一性

ON THE PATHWISE UNIQUENESS OF THE SDE WITH RESPECT TO THE MARTINGALE IN THE PLANE

设W为R_+~2=[0,∞]×[0,∞]上的两参数Brownian运动,在a,b,φ,Ψ满足合适条件下,本文证明了随机方程解的存存性和轨道唯一性成立。

We study the pathwisc uniqueness of solution for stochastic differential cquationsin 2-parameter,under the assumption that a,B satisfy a condition is wcakcrthan Lipschitz condition and obtain the Ito's formula of scmimartingalc with 2-parameter inthis papcr.in which M,A Is the 2-paramctcr continuous4- incgrablc strong martingale and continuous 2- intcgrablc adapted increasing processes on R42 respectively.