Weak and Strong Solutions of Generalized It■’s Stochastic Functional Differential Equations

【摘要】 <正> The fundamental theory of Generalized It(?)’s Stochastic Functional DifferentialEquations(GISFDE),namely,stochastic functional differential equations associated with astochastic integral based on C-semimartingales,is discussed.The main purpose is to estab-lish the concepts of GISFDE,weak solution,strong solution,solution-measure and several kindsof the uniqueness of solution,to show the relationships smong these solutions and get existenceand uniqueness theorems of the solution.更多还原

【Abstract】 The fundamental theory of Generalized It’s Stochastic Functional Differential Equations(GISFDE),namely,stochastic functional differential equations associated with a stochastic integral based on C-semimartingales,is discussed.The main purpose is to estab- lish the concepts of GISFDE,weak solution,strong solution,solution-measure and several kinds of the uniqueness of solution,to show the relationships smong these solutions and get existence and uniqueness theorems of the solution.更多还原