| Nie Zankan.[J].数学年刊A辑,1981,2(2):257~267 |
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| ON THE EXISTENCE AND UNIQUENESS OF THE SOLUTIONS OF STOCHASTIC DIFFERENTIALEQUATIONS WITH RESPECT TO SEMIMARTINGALES |
| Received:December 31, 1979 Revised:May 15, 1980 |
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| 英文摘要: |
| Papers [1, 2] deal with the problem of the existence and uniqueness of the solutions of two different stochastic differential equations with respect to semimarting?ales. The equation discussed in this paper unifies the equations in papers [1, 2]. This paper gives us the sufficient conditions for the existence and uniqueness of its solutions, so that the results in papers [1,2] can be obtained by theorem 1 and theorem 1; of this paper respectively. |
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