| 摘要: |
| 本文主要讨论了Lévy过程驱动的随机微分方程解的存在唯一性。当驱动随机微分方程的Lévy过程的跳的跳率不为常数, 而是一个与系统相关的函数时,方程在一个可分Banach空间即2次 型空间中, 系数在一定条件下解的存在性和唯一性。 |
| 关键词: Lévy过程 型空间 解的存在性 解的唯一性 |
| DOI： |
| 分类号:O19 O21 |
| 基金项目:湖南省自科基金(12JJ4001),湖南科技大学校级教改项目(G31416) |
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| The existence and uniqueness of the solutions for stochastic differential equations driven by Lévy process |
|
YIN XIangfeng
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School of Mathematics and Computing Science, Hunan University of Sciences and technology
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| Abstract: |
| The paper focuses on the existence and uniqueness of the solutions for stochastic differential equations driven by Lévy process. In this chapter, we consider the case that the jumps of the Lévy process are not constant and depend on the solution of the stochastic system. The main results are obtained in the separability type Banach space when the coefficient of the stochastic differential equations satisfy certain conditions. |
| Key words: Lévy process, M type Banach space,the existence and uniqueness of the solutions |
