摘要
ThisarticleconcernstheconstructionofapproximatesolutionsforageneralstochasticintegrodifferentialequationwhichisnotexplicitlysolvableandwhosecoeffcientsfunctionallydependonLebesgueintegralsandstochasticintegralswithrespecttomartingales.Theapproximateequationsarelinearordinarystochasticdifferentialequations,thesolutionsofwhicharedefinedonsub-intervalsofanarbitrarypartitionofthetimeintervalandconnectedatsuccessivedivisionpoints.TheclosenessoftheinitialandapproximatesolutionsismeasuredintheLp-thnorm,uniformlyonthetimeinterval.Theconvergencewithprobabilityoneisalsogiven.
出版日期
2010年04月14日(中国期刊网平台首次上网日期,不代表论文的发表时间)