The Ezistence and Uniqueness of the Solution for Stochastic Differential Equations

摘要：

The purpose of this paper is to generalize the existence and uniqueness theorem of solutions to stochastic differential equation,under the the uniform Lipschitz condition,linear growth condition is weaked, The existence and uniqueness theorem of solutions to stochastic differential equation is obtained and the estimate for the error between approximate solution and accurate solution is given.

关键词： Stochastic Differential Equations Ezistence Uniqueness Stopping time

作者: Gao Haiyin Weng Shiyou

作者单位: College of Science, Changchun University, Changchun 130022, P. R. China Department of basic of course Suzhou Vocational University,Jiangsu Suzhou 215104.P.R. China

会议类型: 国际会议

会议名称: 2009年中国控制与决策会议(2009 Chinese Control and Decision Conference)

会议地点: 广西桂林

会议语种:英文

页码: 2682-2685

在线出版日期: 2009-06-17（万方平台首次上网日期，不代表论文的发表时间）