以连续鞅为驱动的随机微分方程解的迭代收敛性  

Successive approximation for solution of stochastic differential equations with respect to the continuous martingale

作　　者：江秉华[1] 

机构地区：[1]湖北师范学院数学系,湖北黄石435002

出　　处：《湖北师范学院学报（自然科学版）》2005年第3期19-22,共4页Journal of Hubei Normal University(Natural Science)

摘　　要：在非Lipschitz条件下证明了一类以连续鞅为驱动的随机微分方程解的迭代收敛性。Under non-Lipschitz conditions, we discuss the successive approximations for solutions of stochastic differential equations with repect to the continuous martingale.

关 键 词：鞅 随机微分方程 LIPSCHITZ条件 迭代收敛 

分 类 号：O211.63[理学—概率论与数理统计]