系数连续的随机泛函型微分方程解的存在性

Existence of Solutions for Stochastic Functional Differential Eqnations with Continuos Coefficents

中文关键词:  滤波  概率空间  连续鞅  随机泛函微分方程。

英文关键词:filtering  probability space  continuous martingale  randomized RFDE.

中文摘要:

      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。

英文摘要:

      As a succession of[1], this paper proves existence of solutions for stochastic functionaldifferential equations whose coefficents do not satisfy Lipschitz conditions.