摘要
文章研究了由G-布朗运动驱动的随机泛函微分方程,在非Lipschitz条件和弱化的线性增长条件下,利用Picard迭代法证明了其解的存在性和唯一性.
The stochastic functional differential equation driven by G-Brownian motion is studied in this paper.The exist-ence and uniqueness of its solution under non-Lipschitz condition and a weakened linear growth condition are obtained by means of the Picard approximation.
作者
梁青
LIANG Qing(School of Mathematics and Statistics,Hainan Normal University,Haikou 571158,China)
出处
《海南师范大学学报（自然科学版）》
CAS
2018年第1期81-85,共5页
Journal of Hainan Normal University（Natural Science）
基金
海南省自然科学基金(117096)
