On existence and local stability of solutions of stochastic differential equations

被引：0

作者：

Chen, ZJ ^{[1
]}

机构：

[1] Shandong Univ, Dept Math, Jinan 250100, Peoples R China

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2001年 / 19卷 / 05期

基金：

中国国家自然科学基金;

关键词：

D O I：

10.1081/SAP-120000218

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper deals with the following stochastic differential equation: X = Phi (X) + F(X).M where F(X).M := integral F-0(X)(s)dM(s) and (M-t) is a semimartingale with M-0 = 0. We show the existence and local stability of the above stochastic differential equation. Our results generalize the corresponding results in [1], [2] and [3].

引用

页码：703 / 714

页数：12

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