α-稳定过程驱动的非线性随机微分方程解的存在唯一性
Existence and Uniqueness Solution of Nonlinear SDE Driven by α-Stable Process
摘要:
本文的主要目的是研究α-稳定过程驱动的非线性随机微分方程解的存在唯一性。首先我们给出了漂移系数和扩散系数都是高度非线性的随机微分方程解存在唯一的假设条件，其次我们证明了该解的存在唯一性，最后，我们给出了在有限时间内解的收敛性证明。
Abstract:
The main purpose of this paper is to investigate the existence and uniqueness solution of nonlinear SDE driven by α-stable process. Firstly, we give the assumptions to obtain the existence and uniqueness solution of such model which both drift coefficient and diffusion coefficient are both highly nonlinear. Then we prove the existence and uniqueness of the solution. Finally, we prove the convergence of the solution in finite time.
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