| 具有一般系数的随机微分方程强解的比较 |
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| 引用本文： | 丁晓东.具有一般系数的随机微分方程强解的比较[J].东华大学学报(自然科学版),1996(2). |
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| 作者姓名： | 丁晓东 |
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| 作者单位： | 中国纺织大学基础部高等数学教研室 |
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| 摘 要： | 本文用广义Ito公式,在扩散系数可退化可间断,方程系数仅仅满足某种局部可积性条件下,证明了一维时齐Ito型随机微分方程的强解比较定理。
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| 关 键 词： | 随机微分方程 比较定理 局部时 广义Ito公式 |
COMPARISON THEOREM FOR STRONG SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH GENERAL COEFFICIENTS |
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| Ding Xiaodong.COMPARISON THEOREM FOR STRONG SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH GENERAL COEFFICIENTS[J].Journal of Donghua University,1996(2). |
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| Authors: | Ding Xiaodong |
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| Institution: | Basic Sciences Department |
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| Abstract: | By means of the generalized It's role, we proved the comparison theorem for strong solutions of one-dimensional time homogeneous It stochastic differential equations under the condition that diffusion coefficients may be degenerate and discontinuous, and some integrability condition on the coefficients. |
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| Keywords: | stochastic differential equation comparison theorem local time generalized Ito's rule |
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