【摘要】 胡宣达曾讨论了经典的Ito型随机微分方程的比较定理,在此基础上研究了Ito型随机微分方程的稳定性理论,得出一系列重要结果。本文试图将他的成果推进一步,研究半鞅流的随机比较定理,得出类似的更为广泛的结果。更多还原

【Abstract】 Hu Xuanda discussed the comparision theorem for Ito stochastic differential equation in Ref. 1.Based on it, he researched stability theorm for Ito stochastic differential equation, and obtained a se-ries of important results. This paper fries to further his results. The stochastic comparision theoremfor semimartingale flows is discussed, similar but more general results compared with Hu’s are bo-tained.更多还原