一类Lévy过程驱动的随机微分方程在可分Banach空间的解的存在唯一性

The existence and uniqueness of the solutions for stochastic differential equations driven by Lévy process

本文主要讨论了Lévy过程驱动的随机微分方程解的存在唯一性.当驱动随机微分方程的Lévy过程的跳的跳率不为常数,而是一个与系统相关的函数时,方程在一个可分Banach空间即2次M型空间中,系数在一定条件下解的存在性和唯一性.

The existence and uniqueness was discussed, that of the solutions for stochastic differential equations driven by Levy process. The result show that the case that the jumps of the Lrvy process are not constant and depend on the solution of the stochastic system. The main results are obtained in the separability type Banaeh space when the coefficient of the stochastic differential equations satisfy certain conditions.