连续半鞅随机微分方程解的性质  

THE PROPERTIES OF SOLUTIONS OF SDES WITH RESPECT TO CONTINUOUS SEMIMARTINGALES

作　　者：周占功[1] 

机构地区：[1]湘潭大学数学系

出　　处：《湘潭大学自然科学学报》1993年第1期57-60,共4页Natural Science Journal of Xiangtan University

摘　　要：在系数σ、b不连续的情况下,利用指数半鞅理论和局部时的Krylov估计,得到了连续半鞅型随机微分方程解的非流合性和强比较定理。In this paper,using exponential semimartingale and Ktylov'sestimates of local time,author studies the non-confluent property andcomparison theorem of solution of one-dimensional stochastic differentialequations with respect to continuous semimartingales which havediscontinuous coefficients δ and b.

关 键 词：半鞅 随机微分方程 非流合性 

分 类 号：O211.63[理学—概率论与数理统计]