|
- 2015
带核函数的随机积分方程解的存在唯一性
|
Abstract:
在Bernt利用Picard迭代给出的随机积分方程解的存在唯一性定理基础上, 通过定义本性有界可测函数作为核函数并对核函数的积分进行限制, 给出了带核函数随机积分方程解的存在唯一性定理
Bernt uses Picard iteration to give the existence and uniqueness theorem about the solution of stochastic integral equations. On this basis, we define the essential bounded function as the kernel function and limit the integral of kernel function, then we give the existence and uniqueness theorem of the solution of stochastic integral equations with kernel function