Let (Ω,(?), P) be a complete probability space with a family of sub-σ-fields {(?)_z}_z∈R_+~2 which satisfies the usual conditions. Yeh considered the existence and uniqueness of strong solutions of the following no...Let (Ω,(?), P) be a complete probability space with a family of sub-σ-fields {(?)_z}_z∈R_+~2 which satisfies the usual conditions. Yeh considered the existence and uniqueness of strong solutions of the following non-Markovian stochastic differential equations (SDE)展开更多
Given (Ω, (?), P ), let ∧ be a nonnegative additional set function on R_+~2 and have density function λ about Lebesgue measure l. For simplicity, in this report, we always suppose that there exists a constant M】0 ...Given (Ω, (?), P ), let ∧ be a nonnegative additional set function on R_+~2 and have density function λ about Lebesgue measure l. For simplicity, in this report, we always suppose that there exists a constant M】0 such that d∧/dl=λ≤M.展开更多
文摘Let (Ω,(?), P) be a complete probability space with a family of sub-σ-fields {(?)_z}_z∈R_+~2 which satisfies the usual conditions. Yeh considered the existence and uniqueness of strong solutions of the following non-Markovian stochastic differential equations (SDE)
文摘Given (Ω, (?), P ), let ∧ be a nonnegative additional set function on R_+~2 and have density function λ about Lebesgue measure l. For simplicity, in this report, we always suppose that there exists a constant M】0 such that d∧/dl=λ≤M.
