EXISTENCE AND UNIQUENESS OF SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATION WITH RANDOM COEFFICIENTS  

作　　者：Guixin Hu, Wang Ke (Dept. of Math., Harbin Institute of Technology, Weihai 264209, Shandong) 

出　　处：《Annals of Differential Equations》2010年第4期400-406,共7页微分方程年刊（英文版）

基　　金：Supported by the National Natural Science Foundation of China(No.10701020)

摘　　要：This paper mainly deals with a stochastic differential equation (SDE) with random coefficients. Sufficient conditions which guarantee the existence and uniqueness of solutions to the equation are given.This paper mainly deals with a stochastic differential equation (SDE) with random coefficients. Sufficient conditions which guarantee the existence and uniqueness of solutions to the equation are given.

关 键 词：stochastic differential equation random coefficients existence and uniqueness 2000 Mathematics Subject Classification 60H10 34A12 

分 类 号：O211.63[理学—概率论与数理统计]