摘要
考虑ｄ维连续过程Ｘ＝（Ｘｔ，ｔ≥０）的非线性Ｉｔｏ随机微分方程，利用Ｐ（Ｗｄ）上非线性映射Ｓｃｈａｕｄｅｒ－Ｔｙｃｈｏｎｏｖ型不动点定理证明在有界Ｌｉｐｓｃｈｉｔｚ条件下方程ｄＸｔ＝α［ｔ，Ｘ，Ｐ。Ｘ－１］ｄＢｔ＋β［ｔ，Ｘ，Ｐ。Ｘ－１］ｄｔ存在唯一解．
A sort of nonlinear stochastic differential equation is studied. Using a fixed point theorem of the Schauder Tychonov type, we prove an existence and uniquence theorem of weak solution under the bounded Lipschitz condition.
出处
《工程数学学报》
CSCD
北大核心
1997年第3期62-66,共5页
Chinese Journal of Engineering Mathematics
