| Markov调制的随机微分方程极小解与极大解的存在性 |
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| 引用本文： | 徐立峰. Markov调制的随机微分方程极小解与极大解的存在性[J]. 湖北师范学院学报(自然科学版), 2007, 27(2): 39-42 |
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| 作者姓名： | 徐立峰 |
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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： | 运用比较方法,在较为一般的条件下,证明了一维M arkov调制的随机微分方程极小解与极大解的存在性。
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| 关 键 词： | Markov过程 随机微分方程 极小解 极大解 |
| 文章编号： | 1009-2714（2007）02-0039-04 |
| 修稿时间： | 2006-10-22 |
Existence of minimal and maximal solutions of stochastic differential equations with Markovian switching |
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| XU Li-feng. Existence of minimal and maximal solutions of stochastic differential equations with Markovian switching[J]. Journal of Hubei Normal University(Natural Science), 2007, 27(2): 39-42 |
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| Authors: | XU Li-feng |
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| Affiliation: | Department of Mathematics, Hubei Normal University, Huangshi 435002, China |
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| Abstract: | This paper is concerned with the existence of minimal and maximal solutions of 1-dimensional stochastic differential equation with Markovian switching under rather mild conditions for coefficients.To this usual comparison methods is used. |
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| Keywords: | Markov process stochastic differential equation minimal solution maximal solution. |
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