The Existence and Uniqueness of Random Solution to ItôStochastic Integral Equation  

作　　者：Hamdin Ahmed Alafif Caishi Wang 

机构地区：[1]School of Mathematics and Information Science,Northwest Normal University,Lanzhou,China

出　　处：《Applied Mathematics》2012年第7期800-804,共5页应用数学（英文）

摘　　要：The objective of this paper is to attempt to apply the theoretical techniques of probabilistic functional analysis to answer the question of existence and Uniqueness of a Random Solution to It? Stochastic Integral Equation. Another type of stochastic integral equation which has been of considerable importance to applied mathematicians and engineers is that involving the It? or It?-Doob form of stochastic integrals.The objective of this paper is to attempt to apply the theoretical techniques of probabilistic functional analysis to answer the question of existence and Uniqueness of a Random Solution to It? Stochastic Integral Equation. Another type of stochastic integral equation which has been of considerable importance to applied mathematicians and engineers is that involving the It? or It?-Doob form of stochastic integrals.

关 键 词：Ito Integral Brownian Motion Probabilistic Functional Analysis Banach Space 

分 类 号：O1[理学—数学]