| 由分数布朗运动和Poisson过程驱动的随机微分方程解的存在性和唯一性 |
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| 引用本文： | 陈有锋,薛红,刘达卓.由分数布朗运动和Poisson过程驱动的随机微分方程解的存在性和唯一性[J].价值工程,2011,30(31):144-145. |
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| 作者姓名： | 陈有锋 薛红 刘达卓 |
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| 作者单位： | 西安工程大学理学院,西安,710048 |
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| 基金项目： | 陕西省自然科学基金项目(2010JM1010) |
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| 摘 要： | 本文主要讨论了由分数布朗运动和Poisson过程驱动的随机微分方程。当方程的系数满足Lipschitz条件和线性增长条件时,给出方程解的存在性和唯一性定理。
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| 关 键 词： | 分数布朗运动 随机微分方程 Lipschitz条件 Poisson过程 |
The Stochastic Differential Equation Driven by Fractional Brownian Motion and Poisson Process |
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| Chen Youfeng,Xue Hong,Liu Dazhuo.The Stochastic Differential Equation Driven by Fractional Brownian Motion and Poisson Process[J].Value Engineering,2011,30(31):144-145. |
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| Authors: | Chen Youfeng Xue Hong Liu Dazhuo |
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| Institution: | Chen Youfeng,Xue Hong,Liu Dazhuo (School of Science,Xi'an Polytechnic University,Xi'an 710048,China) |
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| Abstract: | The stochastic differential equation driven by fractional Brownian motion and Pission process is discussed.When coefficients in the equation satisfy Lipschitz condition and linear growth condition,existence and uniqueness theorems of solution are obtained. |
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| Keywords: | Fractional Brownian motion Stochastic differential equation Lipschitz condition Poisson process |
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