FUNDAMENTAL THEORY OF NONLINEAR IT{\^O} STOCHASTIC DIFFERENTIAL EQUATIONS UNDER THE LOCAL LIPSCHITZ CONDITION

ZHAO Xueyan,DENG Feiqi,YANG Qigui

Journal of Systems Science and Mathematical Sciences ›› 2016, Vol. 36 ›› Issue (12) : 2164-2171.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2016, Vol. 36 ›› Issue (12) : 2164-2171. DOI: 10.12341/jssms12996

FUNDAMENTAL THEORY OF NONLINEAR IT{\^O} STOCHASTIC DIFFERENTIAL EQUATIONS UNDER THE LOCAL LIPSCHITZ CONDITION

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2016, 36(12): 2164-2171 https://doi.org/10.12341/jssms12996

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