一类推广的向随机微分方程.pdfVIP

℄Æ℄ Pardoux Peng ℄Æ Lipschitz Brown Æ℄Æ Æ Æ℄ Æ  ℄Æ Brown  Brown  σ- Brown ÆÆ ℄Æ ℄Æ Y = ξ + T g (s, Y , M )ds − (M − M ) t s s T t t p ξ p (1 p ≤ +∞)- M L - ℄Æ Lipschitz g- g- ℄Æ ℄Æ℄ Æ g- g- p ℄Æ g- g- L -