ON THE EXISTENCE AND THE UNIQUENESS OF SOLUTIONS TO STOCHASTIC INTEGRAL EQUATIONS WITH TWODIMENSIONAL TIME PARAMETER

数学物理学报(英文版) ›› 1985, Vol. 5 ›› Issue (1): 43-51.

ON THE EXISTENCE AND THE UNIQUENESS OF SOLUTIONS TO STOCHASTIC INTEGRAL EQUATIONS WITH TWODIMENSIONAL TIME PARAMETER

聂赞坎

Department of Mathematics, Xibei University, Xian, China

收稿日期:1983-02-05 出版日期:1985-03-25 发布日期:1985-03-25

ON THE EXISTENCE AND THE UNIQUENESS OF SOLUTIONS TO STOCHASTIC INTEGRAL EQUATIONS WITH TWODIMENSIONAL TIME PARAMETER

Nie Zankan

Department of Mathematics, Xibei University, Xian, China

Received:1983-02-05 Online:1985-03-25 Published:1985-03-25

摘要/Abstract

摘要： In this paper the following stochastic integral equation is considered
X_z=Φ(X)_z+F(X).A_z+G(X).M_z,z∈R₊² (*) where A is a continuous increasing process, M is a continuous martingale. Mappings Φ, F, G map continuous adapted processes into continuous adapted processes. We will prove equation (*) has a unique continuous solution under some conditions.

聂赞坎. ON THE EXISTENCE AND THE UNIQUENESS OF SOLUTIONS TO STOCHASTIC INTEGRAL EQUATIONS WITH TWODIMENSIONAL TIME PARAMETER[J]. 数学物理学报(英文版), 1985, 5(1): 43-51.

Nie Zankan. ON THE EXISTENCE AND THE UNIQUENESS OF SOLUTIONS TO STOCHASTIC INTEGRAL EQUATIONS WITH TWODIMENSIONAL TIME PARAMETER[J]. Acta mathematica scientia,Series B, 1985, 5(1): 43-51.

ON THE EXISTENCE AND THE UNIQUENESS OF SOLUTIONS TO STOCHASTIC INTEGRAL EQUATIONS WITH TWODIMENSIONAL TIME PARAMETER

ON THE EXISTENCE AND THE UNIQUENESS OF SOLUTIONS TO STOCHASTIC INTEGRAL EQUATIONS WITH TWODIMENSIONAL TIME PARAMETER

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