应用概率统计
應用概率統計
응용개솔통계
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2009年
2期
126-134
,共9页
随机微分方程%连续自旋系统%格点场
隨機微分方程%連續自鏇繫統%格點場
수궤미분방정%련속자선계통%격점장
Stochastic differential equation%continuous spin system%Lattice field
本文对具非Lipschitz系数的随机微分方程给出解的存在唯一性与非爆炸性的新判别条件,少许改进了文[4]的有关结果.通过控制交互作用,该结果还被推广到无穷维情形.
本文對具非Lipschitz繫數的隨機微分方程給齣解的存在唯一性與非爆炸性的新判彆條件,少許改進瞭文[4]的有關結果.通過控製交互作用,該結果還被推廣到無窮維情形.
본문대구비Lipschitz계수적수궤미분방정급출해적존재유일성여비폭작성적신판별조건,소허개진료문[4]적유관결과.통과공제교호작용,해결과환피추엄도무궁유정형.
A recent result of Fang and Zhang concerning the pathwise uniqueness of solutions to non-Lipschitzian stochastic differential equations is refined. As an application, a class of infinite-dimensional stochastic differential equations over lattice fields are proved to have unique solutions.
