摘要
研究了驱动项为无穷可数个Brown运动的一般的Ito随机微分方程,用标准的方法证明了强解的唯一存在性定理以及推广的Yamada定理.
At present, more and more scholars study infinite dimensional Brownian motions and the related SDE. Countably many Brownian motions are the simplest infinite dimensional Brownian motions, and the study of the SDE driven by countably many Brownian motions is good for the further study of the SDE driven by general infinite di- mensional Brownian motions. This research studies Ito stochastic differential equation driven by countably many Brownian motions, and proves the unique existence theorem of its strong solutions and the promoted Yamada Theorem with the standard method.
出处
《云南民族大学学报（自然科学版）》
CAS
2010年第5期347-351,355,共6页
Journal of Yunnan Minzu University:Natural Sciences Edition
基金
云南省教育厅科学研究基金(08C0179)
曲靖师范学院科学研究青年基金(2009QN015)
关键词
弱解
强解
分布唯一性
轨道唯一性
weak solution
strong solution
uniqueness in distribution
pathwise uniqueness
