王凤雨, 王洁明. 带奇异系数的有限维与无穷维随机微分方程[J]. 应用概率统计, 2009, 25(2): 126-134.
引用本文: 王凤雨, 王洁明. 带奇异系数的有限维与无穷维随机微分方程[J]. 应用概率统计, 2009, 25(2): 126-134.
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Wang Fengyu, Wang Jieming. Finite and Infinite Dimensional Stochastic Differential Equations with Non-Lipschitzian Coefficients[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(2): 126-134.
Citation: Wang Fengyu, Wang Jieming. Finite and Infinite Dimensional Stochastic Differential Equations with Non-Lipschitzian Coefficients[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(2): 126-134.
shu

带奇异系数的有限维与无穷维随机微分方程

Finite and Infinite Dimensional Stochastic Differential Equations with Non-Lipschitzian Coefficients

    摘要
  • 摘要: 本文对具非Lipschitz系数的随机微分方程给出解的存在唯一性与非爆炸性的新判别条件, 少许改进了文\cite4的有关结果. 通过控制交互作用, 该结果还被推广到无穷维情形.

     

    Abstract: A recent result of Fang and Zhang concerning the pathwise uniqueness of solutions to non-Lipschitzian stochastic differential equations is refined. As an application, a class of infinite-dimensional stochastic differential equations over lattice fields are proved to have unique solutions.

     

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