山东大学学报(理学版) ›› 2015, Vol. 50 ›› Issue (08): 24-33.doi: 10.6040/j.issn.1671-9352.0.2015.038
王先飞, 江龙, 马娇娇
WANG Xian-fei, JIANG Long, MA Jiao-jiao
摘要: 研究了一类多维倒向重随机微分方程, 其生成元f关于y满足Osgood条件,且生成元g关于y满足一类新的非Lipschitz条件. 建立了该类方程的一个解的存在唯一性定理和一个稳定性定理,并给出了该类方程在一维情形下解的比较定理.
中图分类号:
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