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EXISTENCE AND UNIQUENESS OF SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATION WITH RANDOM COEFFICIENTS
  • ISSN号：2096-0174
  • 期刊名称：《应用数学年刊：英文版》
  • 时间：0
  • 分类：O211[理学—概率论与数理统计;理学—数学]
  • 相关基金：Supported by the National Natural Science Foundation of China(No.10701020)
中文摘要：

This paper mainly deals with a stochastic differential equation (SDE) with random coefficients. Sufficient conditions which guarantee the existence and uniqueness of solutions to the equation are given.

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期刊信息
  • 《应用数学年刊：英文版》
  • 主管单位:
  • 主办单位:福州大学
  • 主编：
  • 地址：福州大学数学与计算机科学学院
  • 邮编：350002
  • 邮箱：
  • 电话：0591-87893244
  • 国际标准刊号：ISSN：2096-0174
  • 国内统一刊号：ISSN：35-1328/O1
  • 邮发代号:
  • 获奖情况:
  • 国内外数据库收录:
  • 美国数学评论（网络版）
  • 被引量:0