无穷可数个Brown运动驱动的SDE的强解  

Strong Solutions of SDE Driven by Countably Many Brownian Motions

作　　者：宗凤喜[1] 李如兵[1] 

机构地区：[1]曲靖师范学院数学与信息科学学院,云南曲靖655000

出　　处：《云南民族大学学报（自然科学版）》2010年第5期347-351,355,共6页Journal of Yunnan Minzu University:Natural Sciences Edition

基　　金：云南省教育厅科学研究基金(08C0179);曲靖师范学院科学研究青年基金(2009QN015)

摘　　要：研究了驱动项为无穷可数个Brown运动的一般的Ito随机微分方程,用标准的方法证明了强解的唯一存在性定理以及推广的Yamada定理.At present, more and more scholars study infinite dimensional Brownian motions and the related SDE. Countably many Brownian motions are the simplest infinite dimensional Brownian motions, and the study of the SDE driven by countably many Brownian motions is good for the further study of the SDE driven by general infinite di- mensional Brownian motions. This research studies Ito stochastic differential equation driven by countably many Brownian motions, and proves the unique existence theorem of its strong solutions and the promoted Yamada Theorem with the standard method.

关 键 词：弱解 强解 分布唯一性 轨道唯一性 

分 类 号：O211.63[理学—概率论与数理统计]