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基于G-布朗运动驱动的随机微分方程解的存在唯一性

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摘要 本论文针对基于G-布朗运动驱动的随机微分方程解的存在唯一性进行研究。论文给出G-布朗运动的定义,通过两个引理利用Picard迭代方法证明基于G-布朗运动驱动的随机微分方程解的存在唯一性。
作者 卢金花
出处 《福建电脑》 2018年第7期56-56,93,共2页 Journal of Fujian Computer
基金 闽南理工学院科研项目(基于G-布朗运动驱动的随机微分方程解的存在唯一性:17KJX053))基金资助
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