Acta mathematica scientia,Series B ›› 1985, Vol. 5 ›› Issue (1): 43-51.
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Nie Zankan
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Abstract: In this paper the following stochastic integral equation is consideredXz=Φ(X)z+F(X).Az+G(X).Mz,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.
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.
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