有关随机微分方程解的显式表达

Explicit expression of solution for stochastic differential equations

在Gard的基础上,给出了不可约化性定义。并在满足可约化条件时,应用变量替换法和伊藤公式说明了在满足一定条件时可精确表达出随机微分方程的解,并给出了相应的例子。

This paper gives the definition of irreducibility and presents a condition,under which hands over the explicit expression of solution for stochastic differential equations by a change of variables according to it's formula,and then offers an example for the result.