摘要
本文是[1]的继续,证明了对于随机泛函型微分方程在系数不满足Lipschitz条件时解的存在性。
As a succession of[1], this paper proves existence of solutions for stochastic functionaldifferential equations whose coefficents do not satisfy Lipschitz conditions.
基金
国家自然科学基金
关键词
泛函微分方程
随机微分方程
解
存在性
filtering, probability space,continuous martingale, randomized RFDE.