当前位置: X-MOL 学术Int. J. Approx. Reason. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
One-dimensional game-theoretic differential equations
International Journal of Approximate Reasoning ( IF 3.2 ) Pub Date : 2021-03-24 , DOI: 10.1016/j.ijar.2021.03.003
Rafał M. Łochowski , Nicolas Perkowski , David J. Prömel

We provide a very brief introduction to typical paths and the corresponding Itô type integration. Relying on this robust Itô integration, we prove an existence and uniqueness result for one-dimensional differential equations driven by typical paths with non-Lipschitz continuous coefficients in the spirit of Yamada–Watanabe as well as an approximation result in the spirit of Doss–Sussmann.



中文翻译:

一维博弈论微分方程

我们对典型路径和相应的Itô类型集成进行了非常简短的介绍。依靠这种强大的Itô积分,我们证明了由Yamada–Watanabe精神,由具有非Lipschitz连续系数的典型路径驱动的一维微分方程的存在性和唯一性,以及Doss–Sussmann精神的近似结果。

更新日期:2021-03-24
down
wechat
bug