Pathwise uniqueness of multi-dimensional stochastic differential equations with Holder diffusion coefficients
文献类型：期刊论文
| 作者 | Luo, Dejun; Dejun LUO
|
| 刊名 | FRONTIERS OF MATHEMATICS IN CHINA
 |
| 出版日期 | 2011 |
| 卷号 | 6期号:1页码:129-136 |
| 关键词 | Stochastic differential equation (SDE) strong solution pathwise uniqueness Holder continuity |
| ISSN号 | 1673-3452 |
| DOI | 10.1007/s11464-010-0083-8 |
| 英文摘要 | We extend Yamada-Watababe's criterion [J. Math. Kyoto Univ., 1971, 11: 553-563] on the pathwise uniqueness of one-dimensional stochastic differential equations to a special class of multi-dimensional stochastic differential equations. |
| 语种 | 英语 |
| WOS记录号 | WOS:000286193500009 |
| 出版者 | HIGHER EDUCATION PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/12157]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Luo, Dejun |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Key Lab Random Complex Struct & Data Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Luo, Dejun,Dejun LUO. Pathwise uniqueness of multi-dimensional stochastic differential equations with Holder diffusion coefficients[J]. FRONTIERS OF MATHEMATICS IN CHINA,2011,6(1):129-136. |
| APA | Luo, Dejun,&Dejun LUO.(2011).Pathwise uniqueness of multi-dimensional stochastic differential equations with Holder diffusion coefficients.FRONTIERS OF MATHEMATICS IN CHINA,6(1),129-136. |
| MLA | Luo, Dejun,et al."Pathwise uniqueness of multi-dimensional stochastic differential equations with Holder diffusion coefficients".FRONTIERS OF MATHEMATICS IN CHINA 6.1(2011):129-136. |
入库方式： OAI收割
来源：数学与系统科学研究院
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