多参数brwn运动驱动的非lipschitz随机微分方程.pdfVIP

Bihari ( [7]) Brown Lipschitz L2 Æ Wz dX = σ(X )dW + b(X )dz, (1) z z z z d n n n m z ∈ ∂R+ Xz = x ∈ R , W m d Brown σ(x) : R → R ×R b(x) : Rn → Rn (1) Lipschitz Lipschitz Itˆo d3