一类泛函集值随机微分方程的解
The Solution of a Type of Functional Set-Valued Stochastic Differential Equation
摘要:
本文介绍了集值及其性质,泛函集值随机微分方程,在给定初值的情况下,给出了一类泛函集值随机微分方程的强解的存在性和唯一性的证明。
Abstract:
In this paper, we shall introduce set-valued and its properties, and discuss the functional set-valued stochastic differential equation. When the initial value is given, we shall prove the existence and uniqueness of solution of the type of functional set-valued stochastic differential equation.
参考文献
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