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随机微分方程解的不合流性
The Non-confluent Property of Solution for Stochastic Differential Equations
【摘要】 研究了一维Ito 型随机微分方程.在相当弱的条件下,当扩散系数非退化时,证明了方程强解的不合流性.
【Abstract】 One dimensional Ito type stochastic differential equations are studied in this paper.Under the general conditions on the coefficients,when the drift coefficients are non degenerate,the non confluent property are proved.
【关键词】 随机微分方程;
不合流性;
局部时;
【Key words】 stochastic differential equations; non confluent property; local time;
【Key words】 stochastic differential equations; non confluent property; local time;
- 【文献出处】 纺织高校基础科学学报 ,BASIC SCIENCES JOURNAL OF TEXTILE UNIVERSITIES , 编辑部邮箱 ,1999年04期
- 【分类号】O211.63
- 【下载频次】22