| 以连续鞅为驱动的随机微分方程解的迭代收敛性 |
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| 引用本文： | 江秉华. 以连续鞅为驱动的随机微分方程解的迭代收敛性[J]. 湖北师范学院学报(自然科学版), 2005, 25(3): 19-22 |
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| 作者姓名： | 江秉华 |
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| 作者单位： | 湖北师范学院,数学系,湖北,黄石,435002 |
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| 摘 要： | 在非Lipschitz条件下证明了一类以连续鞅为驱动的随机微分方程解的迭代收敛性。
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| 关 键 词： | 鞅 随机微分方程 Lipschitz条件 迭代收敛 |
| 文章编号： | 1009-2714（2005）03-0019-04 |
| 收稿时间： | 2004-12-10 |
| 修稿时间： | 2004-12-10 |
Successive approximation for solution of stochastic differential equations with respect to the continuous martingale |
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| JIANG Bing-hua. Successive approximation for solution of stochastic differential equations with respect to the continuous martingale[J]. Journal of Hubei Normal University(Natural Science), 2005, 25(3): 19-22 |
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| Authors: | JIANG Bing-hua |
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| Abstract: | Under non-Lipschitz conditions, we discuss the successive approximations for solutions of stochastic differential equations with repect to the continuous martingale. |
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| Keywords: | martingale stochastic differential equation Lipsehitz condition successive approximation |
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