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| ON THE EXISTENCE AND UNIQUENESS OF THE SOLUTIONS OF STOCHASTIC DIFFERENTIALEQUATIONS WITH RESPECT TO SEMIMARTINGALES |
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Citation： |
Nie Zankan.ON THE EXISTENCE AND UNIQUENESS OF THE SOLUTIONS OF STOCHASTIC DIFFERENTIALEQUATIONS WITH RESPECT TO SEMIMARTINGALES[J].Chinese Annals of Mathematics B,1981,2(2):257~267 |
| Page view： 975
Net amount： 803 |
Authors： |
Nie Zankan; |
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| Abstract： |
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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