[1]王丙均,袁明霞,张 慧.局部非利普希茨条件下G-随机微分方程的解的逼近[J].南京师范大学学报(自然科学版),2016,39(03):26.[doi:10.3969/j.issn.1001-4616.2016.03.005]
 Wang Bingjun,Yuan Mingxia,Zhang Hui.Successive Approximation to Solutions of G-Stochastic DifferentialEquations with Local Non-lipschitz Conditions[J].Journal of Nanjing Normal University(Natural Science Edition),2016,39(03):26.[doi:10.3969/j.issn.1001-4616.2016.03.005]
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局部非利普希茨条件下G-随机微分方程的解的逼近()
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《南京师范大学学报》(自然科学版)[ISSN:1001-4616/CN:32-1239/N]

卷:
第39卷
期数:
2016年03期
页码:
26
栏目:
·特约稿·
出版日期:
2016-09-30

文章信息/Info

Title:
Successive Approximation to Solutions of G-Stochastic DifferentialEquations with Local Non-lipschitz Conditions
文章编号:
1001-4616(2016)03-0026-07
作者:
王丙均12袁明霞3张 慧2
(1.南京师范大学数学科学学院,江苏 南京 210046)(2.金陵科技学院公共基础课部,江苏 南京 211169)(3.南京大学金陵学院基础部,江苏 南京 210089)
Author(s):
Wang Bingjun12Yuan Mingxia3Zhang Hui2
(1.School of Mathematical Science,Nanjing Normal University,Nanjing 210046,China)(2.Department of Public Basic Courses,Jinling Institute of Technology,Nanjing 211169,China)(3.Jinling College,Nanjing University,Nanjing 210089,China)
关键词:
局部非利普希茨微分方程G布朗运动
Keywords:
local non-lipschitzdifferential equationG-Brownian motion
分类号:
O175.29;O211.6
DOI:
10.3969/j.issn.1001-4616.2016.03.005
文献标志码:
A
摘要:
考虑了一类由G布朗运动驱动的随机微分方程,在其参数满足局部非利普希茨条件下,采用逐步逼近的方法,得到了方程的局部解的存在性和唯一性.
Abstract:
This paper consider a class of stochastic differential equations driven by G-Brownian motion with local non-lipschitz conditions. The existence and uniqueness of the local solutions are gain.

参考文献/References:

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[6] GAO F. Pathwise properties and homomorphic folws for stochastic differential equations driven by G-Brownian motion[J]. Stochastic process Appl,2009,119:3 356-3 382.
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[8] DENIS L,HU M,PENG S. Function spaces and capacity related to a sublinear expectation:application to G-Brownian motion paths[J]. Potential Anal,2011,34(2):139-161.
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[11] WALTER W. Ordinary Differential Equations[M]. New York:Springer-Verlag,2003.

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备注/Memo

备注/Memo:
收稿日期:2015-08-26. 
基金项目:江苏省自然科学基金(BK20140106). 
通讯联系人:王丙均,博士研究生,讲师,研究方向:随机偏微分方程. E-mail:wbj586@163.com
更新日期/Last Update: 2016-09-30