【摘要】 本文利用随机时间变换及漂移变换方法,证明了具有可测系数的泛函型随机微分方程dX(t)=σ(t,X)dB(t)+b(t,X)dt,在没有σ和b的有界性和一致正定性条件下,其弱解的存在性;给出一个具有解唯一性的充分条件。更多还原

【Abstract】 In this paper, by using the methods of random time change and transformationof drift, the existence of weak solution of functional stochastic differential equationswith measurable coefficients, without the conditions of boundness and uniform posi-tive definite with respect to σ and b, is proved. Also, a sufficient condition for uni-queness is presented.更多还原