STABILITY THEOREM OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS UNDER LOCALIZED LIPSCHITZ CONDITIONS

STABILITY THEOREM OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS UNDER LOCALIZED LIPSCHITZ CONDITIONS

<正> In Ref. [1] the existence uniqueness and stability of solutions of stochastic differential equation X=Φ(X)+F(X)·M (*) is studied under Lipschitz conditions of the coefficients. In Ref. [2] the existence and uniqueness theorem of [1] is extended to the case in which the coefficients...

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Veröffentlicht in:科学通报：英文版 1988 (10), p.812-815
1. Verfasser: 吴让泉 冯玉瑚
Format: Artikel
Sprache:eng
Schlagworte:
uniqueness
stochastic
adapted
martingale
stopping
usual
instead
assume
constants
parti
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Zusammenfassung:<正> In Ref. [1] the existence uniqueness and stability of solutions of stochastic differential equation X=Φ(X)+F(X)·M (*) is studied under Lipschitz conditions of the coefficients. In Ref. [2] the existence and uniqueness theorem of [1] is extended to the case in which the coefficients sat
ISSN:2095-9273