EXISTENCE AND UNIQUENESS OF SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATION WITH RANDOM COEFFICIENTS

被引：0

作者：

Guixin Hu

机构：

来源：

Annals of Applied Mathematics | 2010年 / 04期

基金：

中国国家自然科学基金;

关键词：

stochastic differential equation; random coefficients; existence and uniqueness 2000 Mathematics Subject Classification 60H10; 34A12;

D O I：

暂无

中图分类号：

O211.63 [随机微分方程];

学科分类号：

020208 ; 070103 ; 0714 ;

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.

引用

页码：400 / 406

页数：7

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