摘要
讨论了使 Doléans-Dade 半鞅随机微分方程的解存在唯一,比通常的 Lipschitz 条件更一般化的随机积分收缩条件。
In this paper we study the existence and uniqueness of solution of Doleans-Dade equation under a stochastic integral contractor condition which includes the Lipschitz con- dition as a spcial case.
