| 随机微分方程的拟比较定理 |
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| 引用本文： | 马利霞,陈增敬.随机微分方程的拟比较定理[J].天津师范大学学报(自然科学版),2005,25(1):40-42. |
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| 作者姓名： | 马利霞 陈增敬 |
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| 作者单位： | 1. 天津大学,理学院,天津,300072
2. 山东大学,数学与系统科学学院,济南,250100 |
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| 摘 要： | 讨论了随机微分方程的拟比较定理，即给出一种比较方法，对于两个任意维数的随机微分方程，比较一下两个方程的解，发现在一定条件下都会有类似于比较定理的关系成立．
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| 关 键 词： | 随机微分方程 拟比较定理 向量 |
| 文章编号： | 1671-1114(2005)01-0040-03 |
| 修稿时间： | 2004年6月25日 |
Quasi-comparison Theorem of Stochastic Differential Equations |
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| MA Li-xia,CHEN Zeng-jing.Quasi-comparison Theorem of Stochastic Differential Equations[J].Journal of Tianjin Normal University(Natural Science Edition),2005,25(1):40-42. |
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| Authors: | MA Li-xia CHEN Zeng-jing |
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| Institution: | MA Li-xia~1,CHEN Zeng-jing~2 |
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| Abstract: | Quasi-comparison theorem of stochastic differential equations(SDE) was studied,namely,a comparison method was introduced. By comparing the solution of two arbitrary dimensional SDEs using this method,it was found that the relation being similar to the comparison theorem was tenable in a fixed condition. |
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| Keywords: | stochastic differential equation quasi-comparison theorem vector |
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