Osgood条件和随机微分方程 献给余家荣教授100华诞

Notes on Osgood conditions and stochastic differential equations

本文回顾系数满足Osgood连续条件的随机微分方程理论在最近十年里的发展,同时给出几个具体的例子,说明Osgood条件存在的自然性.

In this paper, we review the development in the recent ten years of the theory of stochastic differential equations with coefficients satisfying Osgood conditions. Meanwhile, we provide several concrete examples to show that the Osgood condition is natural.