QQ客服 官方微博 反馈留言

	Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic
	Liang, Zongxia
	2010-05-06 ; 2010-05-06
关键词	non-Lipschitzian non-contact property non-explosion pathwise uniqueness local characteristic BROWNIAN MOTIONS PATHWISE UNIQUENESS COEFFICIENTS MARTINGALES PLANE EXISTENCE RESPECT CIRCLE FLOWS SDES Mathematics
中文摘要	We study m-dimensional SDE X(s, t)= x+ integral(t)(s) F( X( s, r), dr), where F( x, t)= (F-1(x, t),..., F-m(x, t)), x is an element of R-m, is a continuous C(R-m; R-m)-valued ( spatial) semi-martingale with local characteristic ( a, b)(cf. Kunita, Stochastic Flows and Stochastic Differential Equations, Cambridge University Press, UK, 1990). We establish non-explosion, existence and pathwise uniqueness theorems and non-contact property of strong solutions to the SDE for which the local characteristic ( a, b) satisfies non-Lipschitz conditions.
语种	英语 ; 英语
出版者	SPRINGER ; DORDRECHT ; VAN GODEWIJCKSTRAAT 30, 3311 GZ DORDRECHT, NETHERLANDS
内容类型	期刊论文
源URL	[http://hdl.handle.net/123456789/13900]
专题	清华大学
推荐引用方式 GB/T 7714	Liang, Zongxia. Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic[J],2010, 2010.
APA	Liang, Zongxia.(2010).Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic..
MLA	Liang, Zongxia."Stochastic differential equations driven by spatial parameters semimartingale with non-Lipschitz local characteristic".(2010).

个性服务

查看访问统计

相关权益政策

暂无数据

收藏/分享

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。