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Une condition ctexistence et d'unicitépour les solutions fortes d'équations différentielles stochastiques

 

作者: Jean Jacod,  

 

期刊: Stochastics  (Taylor Available online 1980)
卷期: Volume 4, issue 1  

页码: 23-38

 

ISSN:0090-9491

 

年代: 1980

 

DOI:10.1080/17442508008833155

 

出版商: Gordon and Breach Science Publishers, Inc

 

数据来源: Taylor

 

摘要:

We consider the following stochastic differentic equationwhereZis a given semimartingale andKis a given process with right-continuous and lefthand limited paths, on some filtered probability space. We prove the exixtence of a strong solution (or: solution-process) on this space, under an at most linear growth condition on g, when the usual Lipschitz Countinuity ofg,(ω,x) inxis replaced by weaker hypothese, namely that gs(ω,x) is continuous inxand satisfies a monotonicity condition related to the processZ.

 

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