Weak and Strong Solutions of Generalized It■'s Stochastic Functional Differential Equations

被引：0
|
作者：
徐家鹄 [1 ]
机构：
[1] Department of Mathematics,Fudan University,Shanghai,China
来源：
Acta Mathematica Sinica,English Series | 1993年 / 03期
关键词：
s Stochastic Functional Differential Equations; Weak and Strong Solutions of Generalized It;
D O I：
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学科分类号：
摘要：
The fundamental theory of Generalized It(?)’s Stochastic Functional DifferentialEquations(GISFDE),namely,stochastic functional differential equations associated with astochastic integral based on C-semimartingales,is discussed.The main purpose is to estab-lish the concepts of GISFDE,weak solution,strong solution,solution-measure and several kindsof the uniqueness of solution,to show the relationships smong these solutions and get existenceand uniqueness theorems of the solution.
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页码：265 / 277
页数：13
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