随机泛函微分方程的几点注记  

Some Remarks on the Solution of SFDE

作　　者：张道法 王向东 

机构地区：[1]西安交大 [2]许昌师专

出　　处：《曲阜师范大学学报（自然科学版）》1990年第3期24-27,共4页Journal of Qufu Normal University(Natural Science)

摘　　要：本文在较弱的条件下得到了随机泛函微分方程的解,从而推广了S.E.A.M. Mohammed定理。并且在此弱条件下指出原方程概率性质仍成立。In this paper, we extend the theorem of existence of solution in paper 3, our conditions of existence of SFDE solution are weaker than those in paper. we also give some remarks on the properties of SFDE solution. Some probability properties of the solution are also true under the weaker condition.

关 键 词：随机微分方程 泛函型 鞅 轨道 

分 类 号：O211.63[理学—概率论与数理统计]