两参数线性积分微分鞅型随机方程解的存在性、轨道唯一性和收敛性  

Existence, Pathwise Uniqueness and Convergence of Solution for the Linear Integrodifferential S. E. with Respect to the Martingale in the Plane

作　　者：梁宗霞[1] 郑明礼[2] 

机构地区：[1]北京大学数学学院,北京100871 [2]华中理工大学数学系,武汉430074

出　　处：《应用数学》1997年第4期33-38,共6页Mathematica Applicata

摘　　要：设M和A，B，C分别为R上的两参数连续平方可积鞅和连续可积适应增过程．在系数a，b，ψ，ψ满足合适的条件下，本文证明了两参数随机方程解的存在性、轨道唯一性和收敛性成立．Let M, A, B, C be the two-parameter continuous square integrable martingale and continuous integrable adapted increasing processes on R, respectively, the existence, pathwise uniqueness and convergence of solutions for the stochastic linear integrdifferential equations in the plane,is proved under the assumption that a, b, ψ, ψ satisfy some suitable conditions in this paper.

关 键 词：随机积分 随机方程 解 两参数鞅 轨道唯一性 

分 类 号：O211.63[理学—概率论与数理统计]