Stochastic differential equations 期刊名称： Mathematical Proceedings of the Cambridge Philosophical Society 作者： Edwards D. A.,Moyal J. E.
作者机构： Oriel College Oxford,Department of Mathematics University Of
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益母草泡脚Manchester
年份： 1955年初春小雨
期号： 第4期
关键词： backward stochastic differential equations;continuous local
martingale;comparison theorem丁氏
青春感言>挣脱枷锁摘要：The work of which this paper is an account began as a study of differential equations for functions who values are random variables of finite variance. It was intended that all questions of convergence should be treated from the standpoint of strong convergence in Hilbert space—familiar to
probabilists from the writings of Karhunen(11) and Loève(13) asmean-squareconvergence. The more general Banach-space approach now adopted was made possible by the discovery of a theorem (Theorem 1 of this paper) which Mr D. G. Kendall, its apparent author, kindly communicated to us.呆痴
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