| 摘要: |
| 运用连续逼近和H?lder不等式技巧,对一类二维随机偏微分方程解的存在唯一性进行了研究.超布朗运动是一种经典的非利普希茨连续问题.通过将主要结论运用于超布朗运动,从而很好地验证了本研究的结果. |
| 关键词: 布朗运动 连续逼近 Hölder连续 随机积分方程 |
| DOI： |
| 分类号: |
| 基金项目: |
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| Existence and uniqueness of solutions for stochastic partial differential equations |
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LI Shangzhi, GUO Shangjiang
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College of Mathematics and Econometrics, Hu ′ nan University
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| Abstract: |
| In this paper the existence and uniquenessof solutions for two-dimensionalstochastic partial differential equations are investigated by means of successive approximations and H?lder nequality techniques. Moreover, our results are illustrated by an application to super Brownian Motion which is a non-Lipschitz problem. |
| Key words: Brownian motion successive approximation Hölder inequality stochastic integral equation |
